diff options
Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 10 |
1 files changed, 6 insertions, 4 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index ac7e8230..ef931701 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -129,16 +129,18 @@ class BlackSwaption(ForwardIndex): index._update_factors() return instance - def mark(self, source_list=[], surface_id=None, **kwargs): + def mark( + self, /, source_list=[], surface_id=None, use_external=False, ref=None, **kwargs + ): ind = self.index - if "ref" in kwargs: - ind.mark(ref=kwargs.pop("ref")) + if ref is not None: + ind.mark(ref=ref) else: ind.mark() if self._trade_id == 116: self.sigma = 0.4 return - if kwargs.pop("use_external", False): + if use_external: try: self.pv = get_external_nav(dawn_engine, self._trade_id, self.value_date) except ValueError as e: |