diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/credit_default_swap.py | 3 | ||||
| -rw-r--r-- | python/analytics/index.py | 2 |
2 files changed, 4 insertions, 1 deletions
diff --git a/python/analytics/credit_default_swap.py b/python/analytics/credit_default_swap.py index 903fe230..25c6fd32 100644 --- a/python/analytics/credit_default_swap.py +++ b/python/analytics/credit_default_swap.py @@ -86,7 +86,8 @@ class CreditDefaultSwap: self._spread, self._price = None, None self.name = None self.issue_date = issue_date - self._factor = 1.0 + if not hasattr(self, "_factor"): + self._factor = 1.0 for attr in [ "currency", "_step_in_date", diff --git a/python/analytics/index.py b/python/analytics/index.py index 2d727f58..3bf8b506 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -101,6 +101,7 @@ class CreditIndex(CreditDefaultSwap): self._cumloss, ) = next(r) self._floating_version = False + self._factor /= 100 elif all([index_type, series, tenor]): index_type = index_type.upper() sql_str = ( @@ -264,6 +265,7 @@ class CreditIndex(CreditDefaultSwap): else: self._factor = 1.0 self._version = 1 + self._cumloss = 0.0 @property def factor(self): |