diff options
Diffstat (limited to 'python/analytics/tranche_basket.py')
| -rw-r--r-- | python/analytics/tranche_basket.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 1db327ee..1d58219c 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -98,7 +98,7 @@ class DualCorrTranche(): self.cs = credit_schedule(d, None, 1., self._index.yc, self._index.maturities[0]) self._accrued = cds_accrued(d, self.tranche_running * 1e-4) - @memoize(lambda args: (hash(args[0]._index), *args[1:])) + @memoize(hasher=lambda args: (hash(args[0]._index), *args[1:])) def tranche_legs(self, K, rho): if K == 0.: return 0., 0. |