diff options
| author | Shivesh Mandalia <shivesh.mandalia@outlook.com> | 2020-04-20 01:25:38 +0100 |
|---|---|---|
| committer | Shivesh Mandalia <shivesh.mandalia@outlook.com> | 2020-04-20 01:25:38 +0100 |
| commit | da67665b62c75fe10a1494e3bc7d944963127fc0 (patch) | |
| tree | 4b93630c020727ad65b3d06548cdbc9466cbe412 /utils/engine.py | |
| parent | 1c8649fdcd9f56cca5b191ae3cbaec4977569380 (diff) | |
| download | MCOptionPricing-da67665b62c75fe10a1494e3bc7d944963127fc0.tar.gz MCOptionPricing-da67665b62c75fe10a1494e3bc7d944963127fc0.zip | |
Add __slots__
Diffstat (limited to 'utils/engine.py')
| -rw-r--r-- | utils/engine.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/utils/engine.py b/utils/engine.py index f4169ec..f1a36af 100644 --- a/utils/engine.py +++ b/utils/engine.py @@ -33,6 +33,7 @@ class MCResult: MC standard error. """ + __slots__ = ['price', 'stderr'] price: float stderr: float @@ -67,6 +68,7 @@ class PricingEngine: path=PathGenerator(S=100.0, r=0.1, div=0.01, vol=0.3)) """ + __slots__ = 'payoff', 'path' payoff: BasePayoff path: PathGenerator |