diff options
Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 12875221..d76c1888 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -75,8 +75,8 @@ def ATMstrike(index, exercise_date): class BlackSwaption(ForwardIndex): """Swaption class""" - __slots__ = ['_T', '_G', '_strike', 'option_type', - 'notional', 'sigma', '_original_pv', '_direction'] + __slots__ = ('_T', '_G', '_strike', 'option_type', + 'notional', 'sigma', '_original_pv', '_direction') def __init__(self, index, exercise_date, strike, option_type="payer", direction="Long"): @@ -355,7 +355,7 @@ class BlackSwaption(ForwardIndex): return "{} at 0x{:02x}".format(type(self), id(self)) class Swaption(BlackSwaption): - __slots__ = ["_cache", "_Z", "_w"] + __slots__ = ("_cache", "_Z", "_w") def __init__(self, index, exercise_date, strike, option_type="payer", direction="Long"): super().__init__(index, exercise_date, strike, option_type, direction) |