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Diffstat (limited to 'python/analytics/__init__.py')
| -rw-r--r-- | python/analytics/__init__.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py index b16c4b71..7fce2295 100644 --- a/python/analytics/__init__.py +++ b/python/analytics/__init__.py @@ -6,9 +6,10 @@ from .basket_index import MarkitBasketIndex from .tranche_basket import DualCorrTranche, TrancheBasket from .ir_swaption import IRSwaption +import datetime def init_ontr(): global _ontr, _beta _ontr = CreditIndex('HY', 31, '5yr') _ontr.mark() - _beta = {'HY': 1, 'IG': .3} + _beta = {'HY': 1, 'IG': .3, 'EU': .22} |