diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/portfolio.py | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index fa98d3c8..095485b0 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -216,6 +216,10 @@ class Portfolio: def corr01(self): return sum(t.corr01 for t in self.trades) + @property + def vega(self): + return sum(t.vega for t in self.trades) + def _todf(self): headers = [ "Product", |