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 39cad0e4..f6c2938f 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -184,7 +184,7 @@ class BasketIndex(CreditIndex): if use_gini: if exp_loss: surv_prob, _ = self.survival_matrix() - disp = (1 - np.ravel(surv_prob)) * (1 - self.recovery_rates) + disp = (1 - surv_prob) * (1 - self.recovery_rates[:, np.newaxis]) else: disp = self.spreads() w = self.weights |