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Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 5 |
1 files changed, 1 insertions, 4 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 1079f9d5..0dfecf17 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -697,10 +697,7 @@ class ProbSurface(QuoteSurface): time = self[surface_id].T y = np.arange(min, max, 0.01) x = np.arange(time[0], time[-1], 0.01) - z = np.array([]).reshape(0, y.size) - for xx in x: - zz = [self.quantile_spread(xx, yy, surface_id) for yy in y] - z = np.vstack((z, zz)) + z = np.vstack([[self.quantile_spread(xx, yy, surface_id) for yy in y] for xx in x]) xx, yy = np.meshgrid(x, y) surf = ax.plot_surface(xx, yy, z.T, cmap=cm.viridis) |