diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/option.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 26af228c..995e9042 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -646,8 +646,9 @@ class VolatilitySurface(ForwardIndex): fig = plt.figure() ax = fig.gca(projection='3d') surf = self[surface_id] - xx, yy = np.meshgrid(np.arange(surf.x_min, surf.x_max, 0.01), - np.arange(surf.y_min, surf.y_max, 0.01)) + time, moneyness = surf.get_knots() + xx, yy = np.meshgrid(np.arange(time[0], time[-1], 0.01), + np.arange(moneyness[0], moneyness[-1], 0.01)) surf = ax.plot_surface(xx, yy, self[surface_id].ev(xx, yy), cmap = cm.viridis) ax.set_xlabel("Year fraction") |