diff options
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 828d3ada..120ee4d0 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -18,7 +18,7 @@ class BasketIndex(CreditIndex): trade_date: pd.Timestamp = pd.Timestamp.today().normalize()): self.index_type = index_type self.series = series - if index_type == 'IG': + if index_type == 'IG' or index_type == 'EU': self.recovery = 0.4 else: self.recovery = 0.3 |