diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 78b52fae..2277b938 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -90,9 +90,9 @@ class Index(): def survival_probability(self, d): if d > self.trade_date: - return 1 - else: return math.exp( - self.flat_hazard * (d - self.trade_date).days/365) + else: + return 1 def forward_pv(self, exercise_date): """This is default adjusted forward price at time exercise_date""" |