diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/option.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index b7ffc518..40cc5c9a 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -428,7 +428,7 @@ class VolatilitySurface(ForwardIndex): engine, parse_dates = ['quotedate', 'expiry'], params=(trade_date, index_type.upper(), series)) - self._quotes.loc[(df.quote_source == "GS") & (df['index'] =="HY"), + self._quotes.loc[(self._quotes.quote_source == "GS") & (self._quotes['index'] =="HY"), ["pay_bid", "pay_offer", "rec_bid", "rec_offer"]] *=100 if self._quotes.empty: raise ValueError("No quotes for that day") |