diff options
| -rw-r--r-- | python/pnl_explain.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index 6e02eda7..7a611967 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -426,7 +426,7 @@ if __name__ == "__main__": "swaption": ("IGOPTDEL", "HYOPTDEL"), "hedge": ("HEDGE_MBS", "HEDGE_CLO", "HEDGE_MAC"), "tranche": ("IGINX", "HYINX", "XOINX"), - "curve": ("SER_ITRXCURVE", "SER_IGCURVE"), + "curve": ("SER_ITRXCURVE", "SER_IGCURVE", "SER_HYCURVE"), "bond": None, } df_index = get_index_pv( |