diff options
Diffstat (limited to 'python/analytics/portfolio.py')
| -rw-r--r-- | python/analytics/portfolio.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index 2f98053f..a4ed393d 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -188,7 +188,7 @@ class Portfolio: name = f"{t.index_type}{t.series} {t.tenor}" r = ("Tranche", name, t.notional, None, None, t.direction, None, None, None, t.upfront, - None, None, None, None, + t.delta, t.gamma, None, None, t.attach, t.detach, t.rho[0], t.rho[1]) else: raise TypeError |