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Diffstat (limited to 'python/analytics/__init__.py')
| -rw-r--r-- | python/analytics/__init__.py | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py index 39c0557b..e499288a 100644 --- a/python/analytics/__init__.py +++ b/python/analytics/__init__.py @@ -5,3 +5,7 @@ from .portfolio import Portfolio 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} |