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Diffstat (limited to 'python/analytics/tranche_basket.py')
| -rw-r--r-- | python/analytics/tranche_basket.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 9cc876bf..26da7876 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -256,11 +256,11 @@ class DualCorrTranche(): "", "{:<20}\t{:>15}".format("Value Date", f'{self.value_date:%m/%d/%y}'), "{:<20}\t{:>15}".format("Direction", self.direction)] - rows = [["Notional", self.notional, "PV", self.pv], + rows = [["Notional", self.notional, "PV", (self.upfront, self.tranche_running)], ["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, '{:,.4f}%'], + format_strings = [[None, '{:,.0f}', None, '{:,.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'], |