diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/option.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 92836d7c..d5bee63a 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -570,9 +570,9 @@ class Swaption(BlackSwaption): def __setpv_black(self, val): black_self = BlackSwaption.__new__(BlackSwaption) - for k in super().__slots__: - setattr(black_self, k, getattr(self, k)) - for k in ForwardIndex.__slots__: + for k in chain.from_iterable( + c.__slots__ for c in type(black_self).__mro__[:-1] + ): if k != "__weakref__": setattr(black_self, k, getattr(self, k)) black_self.pv = val |