diff options
Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 9303576f..b15d3e81 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -805,7 +805,7 @@ class ProbSurface(QuoteSurface): y = np.arange(min, max, 0.1) x = np.arange(time[0], time[-1], 0.01) xx, yy = np.meshgrid(x, y) - z = np.vstack([expit(surf(xx, y)) for xx in x]) + z = np.vstack([expit(surf(xx, np.log(y))) for xx in x]) surf = ax.plot_surface(xx, yy, z.T, cmap=cm.viridis) ax.set_xlabel("Year fraction") |