diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/tranche_basket.py | 19 |
1 files changed, 13 insertions, 6 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 1e41cec9..894a4545 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -534,9 +534,16 @@ class DualCorrTranche: ), ) - def mark(self, **args): - if "ref" in args: - ref = args["ref"] + def mark(self, **kwargs): + if kwargs.pop("use_external", False): + try: + self.pv = get_external_nav( + dawn_engine, self._trade_id, self.value_date, "cds" + ) + except ValueError as e: + warnings.warn(str(e)) + if "ref" in kwargs: + ref = kwargs["ref"] else: if not self.index_type == "BS": col_ref = "close_price" if self.index_type == "HY" else "close_spread" @@ -554,7 +561,7 @@ class DualCorrTranche: self.index_type, self.series, self.tenor, - args.get("source", "MKIT"), + kwargs.get("source", "MKIT"), ), ) try: @@ -568,8 +575,8 @@ class DualCorrTranche: except NameError: pass - if "skew" in args: - self._skew = args["skew"] + if "skew" in kwargs: + self._skew = kwargs["skew"] else: d = self.value_date i = 0 |