diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/option.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 5c8ed485..0452e77e 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -128,7 +128,10 @@ class BlackSwaption(ForwardIndex): def mark(self, source_list=[], surface_id=None, **kwargs): ind = self.index - ind.mark() + if "ref" in kwargs: + ind.mark(ref=kwargs.pop("ref")) + else: + ind.mark() if kwargs.pop("use_external", False): try: self.pv = get_external_nav(dawn_engine, self._trade_id, self.value_date) |