diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/basket_index.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index a5767a6b..39cad0e4 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -206,7 +206,7 @@ class BasketIndex(CreditIndex): 1 - (np.inner(curr_w[1:], (S[:-1] + S[1:])) + w[0] * S[0]) / S[-1] ) else: - r = super().dispersion(self.yc, use_log=use_log) + r = super().dispersion(self.yc, use_log=use_log, exp_loss=exp_loss) return pd.Series( r, index=self.tenors.keys(), name="gini" if use_gini else "dispersion" ) |