diff options
Diffstat (limited to 'python/exploration/test_swaption.py')
| -rw-r--r-- | python/exploration/test_swaption.py | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/python/exploration/test_swaption.py b/python/exploration/test_swaption.py index b2e3eb77..e1c28ec7 100644 --- a/python/exploration/test_swaption.py +++ b/python/exploration/test_swaption.py @@ -25,10 +25,9 @@ swaption2.set_pricing_engine(pe2) def theta(swaption): old_pv = swaption.npv - evaluation_date = Settings().evaluation_date - Settings().evaluation_date = evaluation_date + Period(1, Days) - theta = swaption.npv - old_pv - Settings().evaluation_date = evaluation_date + with Settings() as settings: + settings.evaluation_date += Period(1, Days) + theta = swaption.npv - old_pv return theta |