diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 10 |
1 files changed, 8 insertions, 2 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index b4805df2..d9a91132 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -140,8 +140,14 @@ class CreditIndex(CreditDefaultSwap): tenor = tenor.upper() if tenor.endswith("R"): tenor = tenor[:-1] - self.name = "CDX {} CDSI S{} {}".format(index_type, series, tenor) - if index_type in ["IG", "HY"]: + if index_type in ("IG", "HY"): + self.name = "CDX {} CDSI S{} {}".format(index_type, series, tenor) + elif index_type == "EU": + self.name = f"ITRX EUR CDSI S{series} {tenor}" + elif index_type == "XO": + self.name = f"ITRX XOVER CDSI S{series} {tenor}" + + if index_type in ("IG", "HY"): self.currency = "USD" else: self.currency = "EUR" |