diff options
| -rw-r--r-- | python/analytics/tranche_basket.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index e2759b69..a2b7d5bf 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -86,8 +86,8 @@ class DualCorrTranche(): "WHERE id=%s", (trade_id,)) rec = r.fetchone() instance = cls(rec['index'], rec['series'], rec['tenor'], - attach=rec['attach'], - detach=rec['detach'], + attach=rec['orig_attach'], + detach=rec['orig_detach'], corr_attach=rec['corr_attach'], corr_detach=rec['corr_detach'], notional=rec['notional'], |