diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 7 |
1 files changed, 6 insertions, 1 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 62b36508..396a1ad8 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -120,9 +120,14 @@ class CreditIndex(CreditDefaultSwap): @property def hy_equiv(self): - risk = self.notional * self.risky_annuity / analytics._ontr.risky_annuity + try: + ontr = analytics._ontr + except AttributeError: + return float("nan") + risk = self.notional * self.risky_annuity / ontr.risky_annuity if self.index_type != 'HY': risk *= analytics._beta[self.index_type] + return risk @property def ref(self): |