diff options
Diffstat (limited to 'python/analytics/__init__.py')
| -rw-r--r-- | python/analytics/__init__.py | 9 |
1 files changed, 6 insertions, 3 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py index e499288a..b16c4b71 100644 --- a/python/analytics/__init__.py +++ b/python/analytics/__init__.py @@ -6,6 +6,9 @@ from .basket_index import MarkitBasketIndex from .tranche_basket import DualCorrTranche, TrancheBasket from .ir_swaption import IRSwaption -_ontr = CreditIndex('HY', 31, '5yr') -_ontr.mark() -_beta = {'HY': 1, 'IG': .3} + +def init_ontr(): + global _ontr, _beta + _ontr = CreditIndex('HY', 31, '5yr') + _ontr.mark() + _beta = {'HY': 1, 'IG': .3} |