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Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_basket.py | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index e11a25f6..0bdf9354 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -226,6 +226,10 @@ class DualCorrTranche: rule=OldCDS if self.index_type == "BS" else CDS2015, ) + @property + def currency(self): + return self._index.currency + def _default_prob(self, epsilon=0.0): return ( 1 |