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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 89d66f35..e11a25f6 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -995,7 +995,7 @@ class TrancheBasket(BasketIndex): if (K == 0.0 and not complement) or (K == 1.0 and complement): return 0.0, 0.0 elif (K == 1.0 and not complement) or (K == 0.0 and complement): - return self.index_pv(zero_recovery=zero_recovery)[:-1] + return self.index_pv(shortened=shortened, zero_recovery=zero_recovery)[:-1] elif np.isnan(rho): raise ValueError("rho needs to be a real number between 0. and 1.") else: |