diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_basket.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 55fd4524..da17cd4f 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -409,7 +409,7 @@ class DualCorrTranche: return self.pv - self.accrued def _pv(self, epsilon=0.0): - """ computes coupon leg, protection leg and bond price. + """computes coupon leg, protection leg and bond price. coupon leg is *dirty*. bond price is *clean*.""" @@ -878,7 +878,7 @@ class TrancheBasket(BasketIndex): _Ngh = 250 _Ngrid = 301 _Z, _w = GHquad(_Ngh) - _ignore_hash = BasketIndex._ignore_hash | set(["_skew"]) + _ignore_hash = BasketIndex._ignore_hash | set(["_skew", "tranche_quotes", "cs"]) def __init__( self, @@ -1094,7 +1094,7 @@ class TrancheBasket(BasketIndex): def tranche_pvs( self, protection=False, complement=False, shortened=0, zero_recovery=False ): - """ computes coupon leg, protection leg and bond price. + """computes coupon leg, protection leg and bond price. coupon leg is *dirty*. bond price is *clean*.""" |