diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/__init__.py | 2 | ||||
| -rw-r--r-- | python/analytics/option.py | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py index e23b7e64..4e2c2c39 100644 --- a/python/analytics/__init__.py +++ b/python/analytics/__init__.py @@ -1,4 +1,4 @@ from .index import Index, ForwardIndex -from .option import BlackSwaption, Swaption, VolatilitySurface, ATMstrike +from .option import BlackSwaption, Swaption, VolatilitySurface, ATMstrike, ProbSurface, QuoteSurface, VolSurface from .portfolio import Portfolio from .basket_index import BasketIndex diff --git a/python/analytics/option.py b/python/analytics/option.py index 995e9042..2c41f1be 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -21,7 +21,7 @@ from pyisda.flat_hazard import pv_vec import numpy as np from scipy.optimize import brentq from scipy.integrate import simps -from scipy.interpolate import SmoothBivariateSpline, interp2d +from scipy.interpolate import SmoothBivariateSpline, interp2d, CubicSpline from matplotlib import cm from mpl_toolkits.mplot3d import Axes3D import matplotlib.pyplot as plt |