1 files changed, 21 insertions, 0 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py
index ab9084b1..c337a978 100644
--- a/python/analytics/portfolio.py
+++ b/python/analytics/portfolio.py
@@ -131,6 +131,27 @@ class Portfolio:
             raise ValueError("The number of refs doesn't match the number of indices")
 
     @property
+    def spread(self):
+        if len(self.indices) == 1:
+            return self.indices[0].spread
+        else:
+            return [index.spread for index in self.indices]
+
+    @spread.setter
+    def spread(self, val):
+        if len(self.indices) == 1:
+            self.indices[0].spread = val
+        elif len(self.indices) == 0:
+                ##no index, so set the individual refs
+            for t in trades:
+                t.index.spread = val
+        elif len(self.indices) == len(val):
+            for index, val in zip(self.indices, val):
+                index.spread = val
+        else:
+            raise ValueError("The number of spreads doesn't match the number of indices")
+
+    @property
     def delta(self):
         """returns the equivalent protection notional