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Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 79ba4d96..08410ed3 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -96,7 +96,7 @@ class BlackSwaption(ForwardIndex): if rec is None: return ValueError("trade_id doesn't exist") index = Index.from_name(redcode=rec.security_id, maturity=rec.maturity, trade_date=rec.trade_date) - index.spread = rec.indexref + index.ref = rec.index_ref instance = cls(index, rec.expiration_date, rec.strike, rec.swaption_type.lower(), direction="Long" if rec.buysell else "Short") instance.notional = rec.notional |