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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 ac08a899..94f65d52 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -183,7 +183,7 @@ class TrancheBasket(BasketIndex): def recovery_rates(self): return np.array([c.recovery_rates[0] for c in self.curves]) - def tranche_theta(self, shortened=4, complement=False, method=['ATM']): + def tranche_theta(self, shortened=4, complement=False, method='ATM'): N = len(self.cs) - shortened indexshort = deepcopy(self) indexshort.cs = self.cs[:-shortened] |