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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index eed96657..1ce940bb 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -234,6 +234,7 @@ class BasketIndex(CreditIndex): self.step_in_date, self.start_date, maturity, coupon, self.yc, spread, recov) + class MarkitBasketIndex(BasketIndex): def __init__(self, index_type: str, series: int, tenors: List[str], *, value_date: pd.Timestamp=pd.Timestamp.today().normalize() - BDay()): |