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Diffstat (limited to 'python/analytics/__init__.py')
| -rw-r--r-- | python/analytics/__init__.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py index 86c80816..4ca3b19f 100644 --- a/python/analytics/__init__.py +++ b/python/analytics/__init__.py @@ -20,4 +20,4 @@ def init_ontr(value_date=datetime.date.today()): global _ontr, _beta _ontr = CreditIndex('HY', on_the_run("HY", value_date), '5yr', value_date) _ontr.mark() - _beta = {'HY': 1, 'IG': .3, 'EU': .22} + _beta = {'HY': 1, 'IG': .3, 'EU': .22, "BS": 0.5} |