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Diffstat (limited to 'python/analytics/tranche_basket.py')
| -rw-r--r-- | python/analytics/tranche_basket.py | 4 |
1 files changed, 0 insertions, 4 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 4b3e90f0..4b6491ea 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -325,10 +325,6 @@ class TrancheBasket(BasketIndex): probfun = PchipInterpolator(support, p) return probfun(K) - @property - def recovery_rates(self): - return np.array([c.recovery_rates[0] for c in self.curves]) - def tranche_durations(self, complement=False): cl = self.tranche_pvs(complement=complement).coupon_leg durations = (cl - self._accrued) / self.tranche_quotes.running |