diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 3bf8b506..908763ed 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -153,7 +153,8 @@ class CreditIndex(CreditDefaultSwap): self.series = series self.tenor = tenor - if tenor.upper().endswith("R"): + tenor = self.tenor.upper() + if tenor.endswith("R"): tenor = tenor[:-1] if index_type in ("IG", "HY"): self.name = "CDX {} CDSI S{} {}".format(index_type, series, tenor) |