diff options
| -rw-r--r-- | python/analytics/basket_index.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 7efdbd56..032a24cd 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -103,8 +103,10 @@ class BasketIndex(CreditIndex): def version(self): return self._query_version(2) - def _get_quotes(self): - pass + def _get_quotes(self, *args): + """ allow to tweak based on manually inputed quotes""" + return {m: self._snacpv(s*1e-4, self.coupon(m), self.recovery, m) + for m, s in zip(self.maturities, args[0])} value_date = property(CreditIndex.value_date.__get__) |