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Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_basket.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 281f1017..6e1f9393 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -188,6 +188,7 @@ class DualCorrTranche(): instance.direction = rec.protection if rec.index_ref is not None: instance._index.tweak([rec.index_ref]) + instance._trade_date = rec.trade_date try: instance.reset_pv() except ValueError: |