import datetime
from analytics import Index, Swaption

ig27_5yr = Index.from_name('ig', 27, '5yr', datetime.date(2016, 10, 24))
ig27_5yr.spread = 74
payer = Swaption(ig27_5yr, datetime.date(2016, 12, 21), 65)
payer.sigma = 0.428
payer.notional = 10e6
print(payer.pv)