diff options
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 |