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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 9 |
1 files changed, 7 insertions, 2 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index a7d70d60..3b2122c5 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -1,6 +1,6 @@ from .index_data import get_index_quotes, get_singlenames_curves_prebuilt from . import serenitas_pool -from .utils import get_fx +from .utils import get_fx, adjust_next_business_day from functools import partial from pyisda.cdsone import upfront_charge, spread_from_upfront from pyisda.credit_index import CreditIndex @@ -122,7 +122,12 @@ class BasketIndex(CreditIndex): "_ignore_hash", ] ) - super().__init__(self.issue_date, maturities, curves, value_date=value_date) + super().__init__( + adjust_next_business_day(self.issue_date), + maturities, + curves, + value_date=value_date, + ) self._cache[k] = self def __reduce__(self): |