1 files changed, 75 insertions, 2 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb
index 28c62bd9..2040aee8 100644
--- a/python/notebooks/Curve Trades.ipynb
+++ b/python/notebooks/Curve Trades.ipynb
@@ -222,7 +222,7 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "model = ct.curve_model('5yr', '10yr')\n",
+    "model = ct.curve_model('5yr', '10yr', index='IG')\n",
     "model_results = ct.curve_model_results(model[0], model[1])"
    ]
   },
@@ -232,6 +232,37 @@
    "metadata": {},
    "outputs": [],
    "source": [
+    "model_results['diff'] = model_results['predicted'] - model_results['close_spread']\n",
+    "model_results"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "#Do the same regression for Itrxx\n",
+    "model = ct.curve_model('5yr', '10yr', index='EU')\n",
+    "model_results = ct.curve_model_results(model[0], model[1])"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "model_results['diff'] = model_results['predicted'] - model_results['close_spread']\n",
+    "model_results"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
     "df = ct.forward_spread(report_date, index)\n",
     "df.plot()\n",
     "plt.ylabel('spread')\n",
@@ -379,6 +410,48 @@
    "metadata": {},
    "outputs": [],
    "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
   }
  ],
  "metadata": {
@@ -397,7 +470,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.3"
+   "version": "3.8.0"
   }
  },
  "nbformat": 4,