diff options
Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 4d57f944..8a2a7766 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -161,6 +161,9 @@ class BasketIndex(CreditIndex): return super().pv(self.step_in_date, self.cash_settle_date, maturity, self.yc, coupon, epsilon) + def pv_vec(self): + return super().pv_vec(self.step_in_date, self.cash_settle_date, self.yc).unstack(0) + def coupon_leg(self, maturity=None): return self.index_desc.coupon.values * self.duration() |