diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/portfolio.py | 8 |
1 files changed, 8 insertions, 0 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index 48c18f22..2872a7c2 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -1,6 +1,8 @@ +from __future__ import annotations from .index import CreditIndex from .option import BlackSwaption from .tranche_basket import DualCorrTranche + import pandas as pd import numpy as np import logging @@ -73,6 +75,12 @@ class Portfolio: for t in self.trades: yield t + def __iadd__(self, other: Portfolio): + if other: + self.trades.extend(other.trades) + self.trade_ids.extend(other.trade_ids) + return self + def __getitem__(self, trade_id): for tid, trade in zip(self.trade_ids, self.trades): if tid == trade_id: |