diff options
| -rw-r--r-- | python/analytics/tranche_basket.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 91000795..9b63f80e 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -264,7 +264,7 @@ class DualCorrTranche(): elif self.detach == 100: self.rho[0], = next(c) else: - self.rho = np.array([corr for corr, in c]) + self.rho = [corr for corr, in c] @property def tranche_factor(self): |