diff options
Diffstat (limited to 'python/analytics/portfolio.py')
| -rw-r--r-- | python/analytics/portfolio.py | 12 |
1 files changed, 9 insertions, 3 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index 095485b0..48c18f22 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -81,9 +81,6 @@ class Portfolio: raise ValueError(f"{trade_id} not found") return trade - def __bool__(self): - return self.trades != [] - @property def indices(self): return [t for t in self.trades if isinstance(t, CreditIndex)] @@ -124,6 +121,15 @@ class Portfolio: def value_date(self): return self._value_date + @property + def jump_to_default(self): + r = [] + for t in self.trades: + print(t.index_type, t.series, t.attach, t.detach) + r.append(t.jump_to_default()) + df = pd.concat(r, axis=1) + return df.sum(axis=1) + @value_date.setter def value_date(self, d): for t in self.trades: |