diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/option.py | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index c55975b2..2604e073 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -12,6 +12,10 @@ from .utils import GHquad from .index import g, ForwardIndex from yieldcurve import roll_yc from pandas.tseries.offsets import BDay +try: + import cPickle as pickle +except ImportError: + import pickle from pickle import dumps from pyisda.curve import SpreadCurve @@ -104,7 +108,7 @@ class Swaption(ForwardIndex): def _state(self): return hashlib.md5(dumps( {k: v for k, v in self.__dict__.items() if k not in - ['_cache', '_Z', '_w']})).digest() + ['_cache', '_Z', '_w']}, protocol = pickle.HIGHEST_PROTOCOL)).digest() @property def pv(self): |