diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/scenarios.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/scenarios.py b/python/analytics/scenarios.py index 83076cc6..99058bdc 100644 --- a/python/analytics/scenarios.py +++ b/python/analytics/scenarios.py @@ -41,7 +41,7 @@ def run_swaption_scenarios( r = [] for date in date_range: - swaption.index.value_date = min(swaption.exercise_date, date.date()) + swaption.value_date = min(swaption.exercise_date, date.date()) if vol_time_roll: T = swaption.T for s in spreads: |