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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 8b9d6e5f..c8b11dbe 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -868,7 +868,7 @@ class TrancheBasket(BasketIndex): ): super().__init__(index_type, series, [tenor], value_date=value_date) self.tenor = tenor - self.maturity = self.index_desc[0].maturity + self.maturity = self.index_desc[0][1] try: self._set_tranche_quotes(value_date) except ValueError as e: |