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Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 3628721f..794b29b1 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -262,7 +262,7 @@ class Index(object): else: recovery = 0.4 if index.lower() == "ig" else 0.3 instance = cls(trade_date, maturity, recovery, coupon, notional, - index=="HY") + index.upper()=="HY") instance.name = "MARKIT CDX.NA.{}.{} {:%m/%y} ".format( index.upper(), series, |