1 files changed, 19 insertions, 6 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py
index 62861922..d37c0e11 100644
--- a/python/analytics/portfolio.py
+++ b/python/analytics/portfolio.py
@@ -2,6 +2,7 @@ from __future__ import annotations
 from .index import CreditIndex
 from .option import BlackSwaption
 from .tranche_basket import DualCorrTranche
+from functools import reduce
 
 import pandas as pd
 import numpy as np
@@ -136,12 +137,24 @@ class Portfolio:
 
     @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)
+        return sum(t.jump_to_default for t in self.trades if isinstance(t, CreditIndex))
+
+    def jtd_single_names(self):
+        jtd = reduce(
+            lambda x, y: x.add(y, fill_value=0.0),
+            (
+                t.jtd_single_names()
+                for t in self.trades
+                if isinstance(t, (DualCorrTranche, CreditIndex))
+            ),
+        )
+        return (
+            jtd.unstack()
+            .sort_index(1, ascending=False)
+            .fillna(0.0)
+            .cumsum(axis=1)
+            .sort_index(1)
+        )
 
     @value_date.setter
     def value_date(self, d):