diff options
| -rw-r--r-- | python/yieldcurve.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index ae918005..f27ed35c 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -40,11 +40,11 @@ def load_curves(currency="USD", date=None): return {d: YieldCurve.from_bytes(lz4.block.decompress(curve)) for d, curve in c} -_USD_curves = load_curves("USD") -_EUR_curves = load_curves("EUR") - def get_curve(effective_date, currency="USD"): - curves = globals()[f'_{currency}_curves'] + if f'_{currency}_curves' in globals(): + curves = globals()[f'_{currency}_curves'] + else: + curves = globals()[f'_{currency}_curves'] = load_curves("USD") if isinstance(effective_date, datetime.datetime): effective_date = effective_date.date() if effective_date in curves: |