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Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 7 |
1 files changed, 6 insertions, 1 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 2ffbe462..e366c51b 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -87,7 +87,12 @@ class BlackSwaption(ForwardIndex): self.sigma = None self._original_pv = None self.direction = direction - index.observe(self) + self.index.observe(self) + + def __setstate__(self, state): + for name, value in state[1].items(): + setattr(self, name, value) + self.index.observe(self) @classmethod def from_tradeid(cls, trade_id, index=None): |