1 files changed, 54 insertions, 0 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py
index 4fcfc3d0..9504451a 100644
--- a/python/analytics/index.py
+++ b/python/analytics/index.py
@@ -231,6 +231,60 @@ class CreditIndex(CreditDefaultSwap):
     def cumloss(self):
         return self._cumloss
 
+    def __repr__(self):
+        if not self.spread:
+            raise ValueError("Market spread is missing!")
+        if self.days_accrued > 1:
+            accrued_str = "Accrued ({} Days)".format(self.days_accrued)
+        else:
+            accrued_str = "Accrued ({} Day)".format(self.days_accrued)
+
+        s = [
+            "{:<20}\tNotional {:>5.2f}MM {}\tFactor {:>28.5f}".format(
+                "Buy Protection" if self.notional > 0.0 else "Sell Protection",
+                abs(self.notional) / 1_000_000,
+                self.currency,
+                self._factor,
+            ),
+            "{:<20}\t{:>15}".format("CDS Index", colored(self.name, attrs=["bold"])),
+            "",
+        ]
+        rows = [
+            ["Trd Sprd (bp)", self.spread, "Coupon (bp)", self.fixed_rate],
+            ["1st Accr Start", self.issue_date, "Payment Freq", "Quarterly"],
+            ["Maturity Date", self.end_date, "Rec Rate", self.recovery],
+            ["Bus Day Adj", "Following", "DayCount", "ACT/360"],
+        ]
+        format_strings = [
+            [None, "{:.2f}", None, "{:.0f}"],
+            [None, "{:%m/%d/%y}", None, None],
+            [None, "{:%m/%d/%y}", None, None],
+            [None, None, None, None],
+        ]
+        s += build_table(rows, format_strings, "{:<20}{:>19}\t\t{:<20}{:>15}")
+        s += ["", colored("Calculator", attrs=["bold"])]
+        rows = [
+            ["Valuation Date", self.value_date],
+            ["Cash Settled On", self._cash_settle_date],
+        ]
+        format_strings = [[None, "{:%m/%d/%y}"], [None, "{:%m/%d/%y}"]]
+        s += build_table(rows, format_strings, "{:<20}\t{:>15}")
+        s += [""]
+        rows = [
+            ["Price", self.price, "Spread DV01", self.DV01],
+            ["Principal", self.clean_pv, "IR DV01", self.IRDV01],
+            [accrued_str, self.accrued, "Rec Risk (1%)", self.rec_risk],
+            ["Cash Amount", self.pv, "Def Exposure", self.jump_to_default],
+        ]
+        format_strings = [
+            [None, "{:.8f}", None, "{:,.2f}"],
+            [None, "{:,.0f}", None, "{:,.2f}"],
+            [None, "{:,.0f}", None, "{:,.2f}"],
+            [None, "{:,.0f}", None, "{:,.0f}"],
+        ]
+        s += build_table(rows, format_strings, "{:<20}{:>19}\t\t{:<20}{:>15}")
+        return "\n".join(s)
+
 
 class ForwardIndex:
     __slots__ = (