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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 0a0dd2b9..1580803d 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -205,7 +205,7 @@ class BlackSwaption(ForwardIndex): b *= eta self.sigma = brentq(handle, a, b) - def set_original_pv(self): + def reset_pv(self): self._original_pv = self.pv @property |