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 dbdbe7fe..f495b3bc 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -16,7 +16,7 @@ class BasketIndex(CreditIndex): tweaks: List[float] def __init__(self, index_type: str, series: int, tenors: List[str], *args, - trade_date: pd.Timestamp = pd.Timestamp.today().normalize()): + trade_date: pd.Timestamp=pd.Timestamp.today().normalize() - pd.Timedelta(days=1)): self.index_type = index_type self.series = series if index_type == 'IG' or index_type == 'EU': |