diff options
| -rw-r--r-- | python/analytics/basket_index.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 6e2608f7..60b9986a 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -152,7 +152,7 @@ class BasketIndex(CreditIndex): """ index thetas if maturity is None, returns a series of theta for all tenors. - Otherwise compute the theta for that specific maturity (which need + Otherwise computes the theta for that specific maturity (which needs not be an existing tenor)""" if hasattr(self, "index_quotes"): index_quotes = self.index_quotes.loc[self.trade_date] |