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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 c12fc816..2863e77b 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -160,7 +160,7 @@ class BlackSwaption(ForwardIndex): strike_tilde, self.T, self.sigma, - self.option_type) * self.notional + self.option_type == "payer") * self.notional @pv.setter def pv(self, val): if np.isnan(val): |