diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 0541c727..3130398a 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -38,7 +38,7 @@ def g(index, spread, exercise_date, pv=None): class CreditIndex(CreditDefaultSwap): - __slots__ = ('_indic', '_version', 'index_type', 'series', 'tenor') + __slots__ = ('_indic', '_version', 'index_type', 'series', 'tenor', '_quote_is_price') def __init__(self, index_type=None, series=None, tenor=None, value_date=datetime.date.today(), notional=10_000_000, @@ -151,7 +151,7 @@ class CreditIndex(CreditDefaultSwap): self._version = version else: self._factor = 1. - self._version = None + self._version = 1 @property def factor(self): @@ -180,7 +180,7 @@ class ForwardIndex(): @classmethod def from_name(cls, index_type, series, tenor, forward_date, value_date=datetime.date.today(), notional=10e6): - index = Index.from_name(index_type, series, tenor, value_date, notional) + index = CreditIndex(index_type, series, tenor, value_date, notional) return cls(index, forward_date) @property @@ -204,7 +204,7 @@ class ForwardIndex(): self.index.ref = val def __hash__(self): - return hash(tuple(getattr(self, k) for k in ForwardIndex.__slots__ if k != '__weakref__')) + return hash(tuple(getattr(self, k) for k in ForwardIndex.__slots__[:-1])) def _update(self, *args): if self.index.value_date > self.forward_date: |