diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_basket.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 26da7876..3167841d 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -325,7 +325,7 @@ class DualCorrTranche(): tickers = [] rho_orig = self.rho for weight, curve in curves: - self._index.curves = [(w, c) if c.ticker != curve.ticker else (w, None) + self._index.curves = [(w, c) if c.full_ticker != curve.full_ticker else (w, None) for w, c in curves] L = (1 - curve.recovery_rates[0]) * weight * orig_factor self._index._cumloss = orig_cumloss + L |