3 files changed, 6 insertions, 6 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py
index da3b5ae7..1dc1e24f 100644
--- a/python/analytics/__init__.py
+++ b/python/analytics/__init__.py
@@ -1,5 +1,6 @@
 from .index import Index, ForwardIndex
-from .option import BlackSwaption, Swaption, VolatilitySurface, ATMstrike, ProbSurface, QuoteSurface, VolSurface
+from .option import (BlackSwaption, Swaption, ATMstrike, ProbSurface,
+                     QuoteSurface, VolSurface, BlackSwaptionVolSurface)
 from .portfolio import Portfolio
 from .basket_index import MarkitBasketIndex
 from .tranche_basket import TrancheBasket
diff --git a/python/analytics/option.py b/python/analytics/option.py
index 4721dfbc..949ea224 100644
--- a/python/analytics/option.py
+++ b/python/analytics/option.py
@@ -596,7 +596,6 @@ class ModelBasedVolSurface(VolSurface):
         ax.set_ylabel("Moneyness")
         ax.set_zlabel("Volatility")
 
-
 class BlackSwaptionVolSurface(ModelBasedVolSurface):
     pass
 
@@ -702,10 +701,10 @@ def calib_sabr(x, option, strikes, pv, beta):
         r[i] = option.pv - pv[i]
     return r
 
-class SABRVolatilitySurface(VolatilitySurface):
+class SABRVolSurface(VolSurface):
     def __init__(self, index_type, series, tenor='5yr',
                  trade_date=datetime.date.today(), beta=None):
-        VolatilitySurface.__init__(self, index_type, series, tenor='5yr',
+        VolSurface.__init__(self, index_type, series, tenor='5yr',
                                    trade_date=datetime.date.today())
         if index_type == "HY":
             self.beta = 3.19
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py
index 50b43477..bea0f5cd 100644
--- a/python/analytics/portfolio.py
+++ b/python/analytics/portfolio.py
@@ -1,5 +1,5 @@
 from .index import Index
-from .option import BlackSwaption, VolatilitySurface
+from .option import BlackSwaption, BlackSwaptionVolSurface
 from db import dbengine
 from warnings import warn
 import pandas as pd
@@ -87,7 +87,7 @@ class Portfolio:
             k = (index.trade_date, index_type, series, tenor)
             if self.swaptions:
                 if k not in self._vs:
-                    vs = VolatilitySurface(index_type, series, tenor, index.trade_date)
+                    vs = BlackSwaptionVolSurface(index_type, series, tenor, index.trade_date)
                     if surface_id is None:
                         for source in source_list:
                             if len(vs.list(source, option_type, model)) >=1: