diff options
| -rw-r--r-- | python/notebooks/risk_sabo.ipynb | 2 | ||||
| m--------- | python/pyisda | 0 |
2 files changed, 1 insertions, 1 deletions
diff --git a/python/notebooks/risk_sabo.ipynb b/python/notebooks/risk_sabo.ipynb index dda7b7b7..ccfea2bc 100644 --- a/python/notebooks/risk_sabo.ipynb +++ b/python/notebooks/risk_sabo.ipynb @@ -97,7 +97,7 @@ "conn = serenitas_pool.getconn()\n", "surv_curves = load_all_curves(conn, spread_date)\n", "serenitas_pool.putconn(conn)\n", - "surv_prob = pd.concat([surv_curves['curve'].apply(lambda sc: sc.survival_probability(d)) for d in jtd.columns.date], axis=1, keys=jtd.columns)\n", + "surv_prob = surv_curves['curve'].apply(lambda sc: pd.Series(sc.survival_probability(jtd.columns.date), index=jtd.columns))\n", "surv_prob = surv_prob.loc[jtd.index]" ] }, diff --git a/python/pyisda b/python/pyisda -Subproject 3be205c245acbeaf1dd8866b59a57638f78bd3a +Subproject 3b3d53ea09d054c3bd909ae632dded1d3758ea8 |