diff options
| -rw-r--r-- | python/yieldcurve.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 99b186ff..007115e0 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -164,12 +164,12 @@ def roll_yc(yc, forward_date): def YC(helpers=None, currency="USD", MarkitData=None, evaluation_date=None, fixed=False, extrapolation=False): - if helpers is None: - helpers = rate_helpers(currency, MarkitData, evaluation_date) calendar = WeekendsOnly() settings = Settings() if evaluation_date: settings.evaluation_date = Date.from_datetime(evaluation_date) + if helpers is None: # might roll back the evaluation date + helpers = rate_helpers(currency, MarkitData, evaluation_date) if fixed: _yc = PiecewiseYieldCurve.from_reference_date( |