diff options
Diffstat (limited to 'python/cds_curve.py')
| -rw-r--r-- | python/cds_curve.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/cds_curve.py b/python/cds_curve.py index 03e488e2..f2c723c1 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -59,7 +59,7 @@ def calibrate_portfolio( index.duration(), pd.Series(index.tweaks, index=tenors, name="tweak"), index.dispersion(), - index.dispersion(use_gini=True, use_log=False), + index.dispersion(use_gini=True, use_log=False, exp_loss=True), ], axis=1, ) |