diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_basket.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index c55a3bd3..1db327ee 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -105,7 +105,7 @@ class DualCorrTranche(): elif K == 1.: return self.index_pv()[:-1] elif np.isnan(rho): - raise ValueError("rho needs to be a real number between 0. and 1.") + raise ValueError("ρ needs to be a real number between 0. and 1.") else: L, R = BCloss_recov_dist(self._default_prob(), self._index.weights, @@ -178,7 +178,6 @@ class DualCorrTranche(): pass - class TrancheBasket(BasketIndex): def __init__(self, index_type: str, series: int, tenor: str, *, value_date: pd.Timestamp=pd.Timestamp.today().normalize()): |