<jupyter_start><jupyter_text>Rolling a position on XOVER from S34 to S35<jupyter_code>xover_34 = CDIndex(index_family='iTraxx Europe XOVER', index_series=34, buy_sell='Sell', termination_date='5y', name='sell34')
xover_35 = CDIndex(index_family='iTraxx Europe XOVER', index_series=35, buy_sell='Buy', termination_date='5y', name='buy35')
xover_roll = Portfolio((xover_34, xover_35))
with PricingContext(market_data_location='LDN'):
    roll_spreads = xover_roll.calc(CDATMSpread)
    roll_price = xover_roll.price()
df = roll_spreads.to_frame()
df.loc['buy35'] - df.loc['sell34']
roll_price.aggregate()<jupyter_output><empty_output>
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