diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/basket_index.py | 10 | ||||
| -rw-r--r-- | python/analytics/tranche_basket.py | 2 |
2 files changed, 6 insertions, 6 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index 8dbc0f9c..58b7366f 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -57,7 +57,7 @@ class BasketIndex(CreditIndex): "ORDER BY maturity", (index_type, series, tuple(tenors)) ) - self.index_desc = list(c) + self.index_desc = list(tuple(r) for r in c) if not self.index_desc: raise ValueError(f"Index {index_type} {series} doesn't exist") with conn.cursor() as c: @@ -71,13 +71,13 @@ class BasketIndex(CreditIndex): "ORDER BY lastdate", (index_type, series), ) - self._index_version = list(c) + self._index_version = list(tuple(r) for r in c) serenitas_pool.putconn(conn) self._update_factor(value_date) - self.issue_date = self.index_desc[0].issue_date + self.issue_date = self.index_desc[0][3] self.tenors = {t: m for t, m, _, _ in self.index_desc} - self.coupons = [r.coupon for r in self.index_desc] - maturities = [r.maturity for r in self.index_desc] + self.coupons = [r[2] for r in self.index_desc] + maturities = [r[1] for r in self.index_desc] curves = get_singlenames_curves_prebuilt(index_type, series, value_date) self.currency = "EUR" if index_type in ["XO", "EU"] else "USD" diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 8b9d6e5f..c8b11dbe 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -868,7 +868,7 @@ class TrancheBasket(BasketIndex): ): super().__init__(index_type, series, [tenor], value_date=value_date) self.tenor = tenor - self.maturity = self.index_desc[0].maturity + self.maturity = self.index_desc[0][1] try: self._set_tranche_quotes(value_date) except ValueError as e: |