diff options
| -rw-r--r-- | python/analytics/credit_default_swap.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/credit_default_swap.py b/python/analytics/credit_default_swap.py index 9351f1dc..99b4e658 100644 --- a/python/analytics/credit_default_swap.py +++ b/python/analytics/credit_default_swap.py @@ -308,7 +308,7 @@ class CreditDefaultSwap(): self.spread = orig_spread * (1 + ss) r.append([getattr(self, p) for p in actual_params]) self.spread = orig_spread - ind = pd.Index(spread_shock, name='spread_shock', fastpath=True) + ind = pd.Index(spread_shock, name='spread_shock', copy=False) return pd.DataFrame(r, index=ind, columns=actual_params) def __repr__(self): |