diff options
| -rw-r--r-- | python/cds_curve.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/cds_curve.py b/python/cds_curve.py index 6019dfed..a09de93e 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -37,6 +37,7 @@ def calibrate_portfolio(index_type, series, tenors=['3yr', '5yr', '7yr', '10yr'] if start_date: index.index_quotes = index.index_quotes[startdate:] for trade_date in index.index_quotes.index.get_level_values(0): + print(trade_date) index.trade_date = trade_date index.tweak() durations = [index.duration(m) for m in index.maturities] @@ -48,7 +49,8 @@ def calibrate_portfolio(index_type, series, tenors=['3yr', '5yr', '7yr', '10yr'] if __name__=="__main__": enable_logging() - index, series = "IG", 28 + import sys + index, series = sys.argv[1:] df = calibrate_portfolio(index, series, ['3yr', '5yr', '7yr', '10yr']) conn = dbconn('serenitasdb') with conn.cursor() as c: |