2 files changed, 17 insertions, 15 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py
index a714ae17..e4b08364 100644
--- a/python/analytics/option.py
+++ b/python/analytics/option.py
@@ -10,10 +10,10 @@ from .sabr import sabr
 from .utils import GHquad, build_table
 from .index import g, ForwardIndex, CreditIndex
 from .db import _engine
+from .utils import memoize
 from yieldcurve import roll_yc
 from pandas.tseries.offsets import BDay
 
-from functools import wraps
 from pyisda.flat_hazard import pv_vec
 from scipy.optimize import brentq
 from scipy.integrate import simps
@@ -36,19 +36,6 @@ def calib(S0, fp, exercise_date, exercise_date_settle,
                 index.fixed_rate * 1e-4)
     return np.inner(pv, w) - fp
 
-def memoize(f):
-    @wraps(f)
-    def cached_f(*args, **kwargs):
-        obj = args[0]
-        key = (f.__name__, hash(obj))
-        if key in obj._cache:
-            return obj._cache[key]
-        else:
-            v = f(*args, **kwargs)
-            obj._cache[key] = v
-            return v
-    return cached_f
-
 def ATMstrike(index, exercise_date):
     """computes the at-the-money strike.
 
diff --git a/python/analytics/utils.py b/python/analytics/utils.py
index 51061e79..fab94397 100644
--- a/python/analytics/utils.py
+++ b/python/analytics/utils.py
@@ -1,8 +1,9 @@
+import datetime
 import numpy as np
 import pandas as pd
 from scipy.special import h_roots
 from dateutil.relativedelta import relativedelta, FR
-import datetime
+from functools import wraps
 from pyisda.date import pydate_to_TDate
 from pandas.api.types import CategoricalDtype
 from quantlib.time.date import nth_weekday, Wednesday, Date
@@ -99,3 +100,17 @@ def build_table(rows, format_strings, row_format):
         row = [f.format(r) if f else r for r, f in zip(row, format_string)]
         r.append(row_format.format(*row))
     return r
+
+
+def memoize(f):
+    @wraps(f)
+    def cached_f(*args, **kwargs):
+        obj = args[0]
+        key = (f.__name__, hash(args))
+        if key in obj._cache:
+            return obj._cache[key]
+        else:
+            v = f(*args, **kwargs)
+            obj._cache[key] = v
+            return v
+    return cached_f