diff options
Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 899ec07e..5c8ed485 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -131,9 +131,7 @@ class BlackSwaption(ForwardIndex): ind.mark() if kwargs.pop("use_external", False): try: - self.pv = get_external_nav( - dawn_engine, self._trade_id, self.value_date, "swaptions" - ) + self.pv = get_external_nav(dawn_engine, self._trade_id, self.value_date) except ValueError as e: warnings.warn(str(e)) self.sigma = 0 |