1 files changed, 16 insertions, 1 deletions
diff --git a/python/graphics.py b/python/graphics.py
index cc538aa8..fc9764bb 100644
--- a/python/graphics.py
+++ b/python/graphics.py
@@ -141,4 +141,19 @@ def plot_prob_map(df, attr="pnl", path=".", color_map=cm.RdYlGn, index='IG'):
     ax.set_ylabel('Probability')
     ax.set_title('{} of Trade'.format(attr.title()))
 
-    fig.colorbar(chart, shrink=.8)
-\ No newline at end of file
+    fig.colorbar(chart, shrink=.8)
+
+def plot_swaption_df(df, spread_shock, vol_shock, attr="pnl"):
+    val_date = df.index[0].date()
+    fig = plt.figure()
+
+    ax = fig.gca(projection='3d')
+    ## use smoothing spline on a finer grid
+    series = df[attr]
+    f = SmoothBivariateSpline(df.vol_shock.values, df.spread_shock.values, series.values)
+    xx, yy = np.meshgrid(vol_shock, spread_shock)
+    surf = ax.plot_surface(xx, yy, f(vol_shock, spread_shock).T, cmap=cm.viridis)
+    ax.set_xlabel("Volatility shock")
+    ax.set_ylabel("Spread")
+    ax.set_zlabel("PnL")
+    ax.set_title('{} of Trade on {}'.format(attr.title(), val_date))
+\ No newline at end of file