diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/index.py | 12 |
1 files changed, 6 insertions, 6 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 86958c78..0aeda859 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -52,8 +52,8 @@ class Index(object): self._end_date = end_date self.recovery = recovery - self._fee_leg = FeeLeg(self._start_date, end_date, True, 1, 1) - self._default_leg = ContingentLeg(self._start_date, end_date, 1) + self._fee_leg = FeeLeg(self._start_date, end_date, True, 1., 1.) + self._default_leg = ContingentLeg(self._start_date, end_date, True) self._trade_date = None self._yc = None self._sc = None @@ -72,14 +72,14 @@ class Index(object): @start_date.setter def start_date(self, d): - self._fee_leg = FeeLeg(d, self.end_date, True, 1, 1) - self._default_leg = ContingentLeg(d, self.end_date, 1) + self._fee_leg = FeeLeg(d, self.end_date, True, 1., 1.) + self._default_leg = ContingentLeg(d, self.end_date, True) self._start_date = d @end_date.setter def end_date(self, d): - self._fee_leg = FeeLeg(self.start_date, d, True, 1, 1) - self._default_leg = ContingentLeg(self.start_date, d, 1) + self._fee_leg = FeeLeg(self.start_date, d, True, 1., 1.) + self._default_leg = ContingentLeg(self.start_date, d, True) self._end_date = d @property |