aboutsummaryrefslogtreecommitdiffstats
path: root/python
diff options
context:
space:
mode:
Diffstat (limited to 'python')
-rw-r--r--python/analytics/index.py2
-rw-r--r--python/analytics/option.py2
-rw-r--r--python/analytics/portfolio.py4
3 files changed, 4 insertions, 4 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py
index c65e2428..9d6e289a 100644
--- a/python/analytics/index.py
+++ b/python/analytics/index.py
@@ -317,7 +317,7 @@ class Index(object):
self._update()
self.notify()
- def set_original_pv(self):
+ def reset_pv(self):
self._original_clean_pv = self._clean_pv
self._original_trade_date = self._trade_date
diff --git a/python/analytics/option.py b/python/analytics/option.py
index 0a0dd2b9..1580803d 100644
--- a/python/analytics/option.py
+++ b/python/analytics/option.py
@@ -205,7 +205,7 @@ class BlackSwaption(ForwardIndex):
b *= eta
self.sigma = brentq(handle, a, b)
- def set_original_pv(self):
+ def reset_pv(self):
self._original_pv = self.pv
@property
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py
index 0688c868..e2f35a68 100644
--- a/python/analytics/portfolio.py
+++ b/python/analytics/portfolio.py
@@ -47,9 +47,9 @@ class Portfolio:
def pv_list(self):
return [t.pv for t in self.trades]
- def set_original_pv(self):
+ def reset_pv(self):
for t in self.trades:
- t.set_original_pv()
+ t.reset_pv()
@property
def trade_date(self):