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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 8e9d6cfd..7b0fa8f8 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -52,15 +52,18 @@ class BasketIndex(CreditIndex): def _query_version(self, i): for lastdate, *data in self._version: - if lastdate >= self.trade_date: + if lastdate >= self.trade_date.date(): return data[i] + @property def factor(self): return self._query_version(1) + @property def cumloss(self): return self._query_version(2) + @property def version(self): return self._query_version(3) |