diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/basket_index.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 78c353b0..de85cc88 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -238,9 +238,9 @@ class MarkitBasketIndex(BasketIndex): self.index_quotes.close_price = 1 - self.index_quotes.close_price / 100 def _get_quotes(self): - quote = self.index_quotes.loc[self.value_date, "close_price"] - return {m: quote[self.index_desc.tenor[m]] - for m in self.maturities} + quotes = self.index_quotes.loc[self.value_date, "close_price"] + return {self.index_desc.tenor[t]: q + for t, q in quotes.items()} if __name__ == "__main__": |