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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 13 |
1 files changed, 1 insertions, 12 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index b218ed3a..4c3ba6a1 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -37,6 +37,7 @@ class BasketIndex(CreditIndex): tweaks: List[float] _cache = {} + _ignore_hash = set(["tenors", "index_desc", "tweaks"]) def __new__(cls, index_type, series, tenors, **kwargs): if isinstance(tenors, str): @@ -110,18 +111,6 @@ class BasketIndex(CreditIndex): self.cash_settle_date = value_date + 3 * BDay() self.tweaks = [] self.start_date = previous_twentieth(value_date) - self._ignore_hash = set( - [ - "_Z", - "_w", - "_skew", - "tenors", - "index_desc", - "tweaks", - "_Legs", - "_ignore_hash", - ] - ) super().__init__( adjust_next_business_day(self.issue_date), maturities, |