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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 5b57b207..7efdbd56 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -67,7 +67,7 @@ class BasketIndex(CreditIndex): self.tweaks = [] self.start_date = previous_twentieth(value_date) self._ignore_hash = set(['_Z', '_w', '_skew', 'tenors', - 'index_desc', 'tweaks', '_ignore_hash']) + 'index_desc', 'tweaks', '_Legs', '_ignore_hash']) super().__init__(self.issue_date, maturities, curves, value_date=value_date) def __reduce__(self): |