diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/__init__.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/__init__.py b/python/analytics/__init__.py index 849c1d04..f3ef8a8f 100644 --- a/python/analytics/__init__.py +++ b/python/analytics/__init__.py @@ -34,4 +34,4 @@ def init_ontr(value_date=datetime.date.today()): global _ontr, _beta _ontr = CreditIndex("HY", on_the_run("HY", value_date), "5yr", value_date) _ontr.mark() - _beta = {"HY": 1, "IG": 0.3, "EU": 0.22, "BS": 0.5} + _beta = {"HY": 1, "IG": 0.3, "EU": 0.22, "BS": 0.5, "SUBPRIME": 1} |