diff options
Diffstat (limited to 'python/analytics/portfolio.py')
| -rw-r--r-- | python/analytics/portfolio.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index 3d89ae11..a5cd74b5 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -1,10 +1,11 @@ from .index import Index +from .option import BlackSwaption class Portfolio: def __init__(self, trades): self.trades = trades self.index = next(t for t in trades if isinstance(t, Index)) - self.swaptions = (t for t in trades if isinstance(t, BlackSwaption)) + self.swaptions = [t for t in trades if isinstance(t, BlackSwaption)] @property def pnl(self): |