diff options
Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 20 |
1 files changed, 10 insertions, 10 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 856b4cae..50802b3d 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -297,7 +297,7 @@ class BlackSwaption(ForwardIndex): "", "Swaption Calculator", "", - "{:<20}\t{:>15.3f}\t\t{:<20}\t{:>10,.2f}".format("Notional", + "{:<20}\t{:>15,.0f}\t\t{:<19}\t{:>12,.2f}".format("Notional", self.notional, "Premium", self.pv), @@ -306,18 +306,18 @@ class BlackSwaption(ForwardIndex): "Maturity Date", ('{:%m/%d/%y}'. format(self.exercise_date))), - "{:<20}\t{:>15.4f}\t\t{:<20}\t{:>10.3f}".format("Spread Vol", + "{:<20}\t{:>15.4f}\t\t{:<19}\t{:>12,.3f}".format("Spread Vol", self.sigma, "Spread DV01", self.DV01), - "{:<20}\t{:>15.3f}\t\t{:<20}\t{:>10.5f}".format("Delta", - self.delta, - "Gamma", - self.gamma), - "{:<20}\t{:>15.3f}\t\t{:<20}\t{:>10.3f}".format("Vega", - self.vega, - "Theta", - self.theta), + "{:<19}\t{:>16.3f}%\t\t{:<19}\t{:>11.3f}%".format("Delta", + self.delta * 100, + "Gamma", + self.gamma * 100), + "{:<20}\t{:>15,.3f}\t\t{:<19}\t{:>12,.3f}".format("Vega", + self.vega, + "Theta", + self.theta), "{:<20}\t{:>15.3f}\t\t{:<20}\t{:>10.0f}".format("Breakeven", self.breakeven, "Days to Exercise", |