diff options
Diffstat (limited to 'python/analytics/portfolio.py')
| -rw-r--r-- | python/analytics/portfolio.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index 43d9b5e7..ad09b09e 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -72,7 +72,7 @@ class Portfolio: index.value_date = d if len(self.indices) == 0: for swaption in self.swaptions: - self.swaption.value_date = d + swaption.index.value_date = d self._value_date = d def mark(self, source_list=[], option_type=None, model="black", surface_id=None): |