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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 e4fed1f3..8235a153 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -357,7 +357,7 @@ class DualCorrTranche(): ["Attach", self.attach, "Detach", self.detach], ["Attach Corr", self.rho[0], "Detach Corr", self.rho[1]], ["Delta", self.delta, "Gamma", self.gamma]] - format_strings = [[None, '{:,.0f}', None, '{:,.2f}% + {}bps'], + format_strings = [[None, '{:,.0f}', None, '{:,.2f}% + {:.2f}bps'], [None, '{:.2f}', None, '{:,.2f}'], [None, lambda corr: f'{corr * 100:.3f}%' if corr else 'N/A', None, lambda corr: f'{corr * 100:.3f}%' if corr else 'N/A'], |