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Diffstat (limited to 'python/analytics/basket_index.py')
| -rw-r--r-- | python/analytics/basket_index.py | 3 |
1 files changed, 0 insertions, 3 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index fd245a2a..7ea2c053 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -211,9 +211,6 @@ class BasketIndex(CreditIndex): def coupon_leg(self, maturity=None): return self.index_desc.coupon.values * self.duration() - def protection_leg(self, maturity=None): - return self.pv() + self.coupon_leg() - def spread(self, maturity=None): return self.protection_leg(maturity) / self.duration(maturity) * 1e4 |