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| 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/payoff.py | |
| parent | 1c8649fdcd9f56cca5b191ae3cbaec4977569380 (diff) | |
| download | MCOptionPricing-da67665b62c75fe10a1494e3bc7d944963127fc0.tar.gz MCOptionPricing-da67665b62c75fe10a1494e3bc7d944963127fc0.zip | |
Add __slots__
Diffstat (limited to 'utils/payoff.py')
| -rw-r--r-- | utils/payoff.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/utils/payoff.py b/utils/payoff.py index 7edeb87..0a2a439 100644 --- a/utils/payoff.py +++ b/utils/payoff.py @@ -24,6 +24,7 @@ __all__ = [ class BasePayoff(ABC): """Base class for calculating the payoff.""" + __slots__ = 'K', '_option_right' def __init__(self, K: Number, option_right: Union[AnyStr, OptionRight]) -> None: @@ -244,11 +245,12 @@ class DiscreteBarrierPayOff(BasePayoff): DiscreteBarrierPayOff(K=100, option_right=Call, B=90, barrier_updown=Down, barrier_inout=Out) """ + __slots__ = 'K', '_option_right', 'B', '_barrier_updown', '_barrier_inout' def __init__( self, - option_right: Union[AnyStr, OptionRight], K: Number, + option_right: Union[AnyStr, OptionRight], B: Number, barrier_updown: Union[AnyStr, BarrierUpDown], barrier_inout: Union[AnyStr, BarrierInOut] |