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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 d7fc66c8..2c35453a 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -260,7 +260,7 @@ class DualCorrTranche(): with conn.cursor() as c: c.execute(sql_string, (self.index_type, self.series, self.tenor, self.value_date, - self.detach, self.attach)) + self.attach, self.attach)) if self.attach == 0: self.rho[1], = next(c) elif self.detach == 100: |