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Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index fbb84caf..5924fc56 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -86,7 +86,8 @@ class BlackSwaption(ForwardIndex): if rec is None: return ValueError("trade_id doesn't exist") if index is None: - index = CreditIndex(redcode=rec.security_id, maturity=rec.maturity, value_date=rec.trade_date) + index = CreditIndex(redcode=rec.security_id, maturity=rec.maturity, + value_date=rec.trade_date) index.ref = rec.index_ref instance = cls(index, rec.expiration_date, rec.strike, rec.option_type.lower(), direction="Long" if rec.buysell else "Short") |