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Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 69e600f0..af2e8e2d 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -110,6 +110,7 @@ class BlackSwaption(ForwardIndex): redcode=rec.security_id, maturity=rec.maturity, value_date=rec.trade_date, + freeze_version=False, ) index.ref = rec.index_ref instance = cls( |