diff options
Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index ea61f186..8b8c8ee1 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -43,7 +43,7 @@ class BasketIndex(CreditIndex): ): self.index_type = index_type self.series = series - if index_type == "HY": + if index_type in ("HY", "HY.BB"): self.recovery = 0.3 else: self.recovery = 0.4 @@ -259,7 +259,7 @@ class BasketIndex(CreditIndex): instead of one-year theta""" try: index_quotes = self._get_quotes() - except ValueError: + except (ValueError, IndexError): index_quotes = {} if maturity is None: r = [] |