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| -rw-r--r-- | etc/runs.yml | 1 | ||||
| -rw-r--r-- | python/calibrate_tranches_BC.py | 1 |
2 files changed, 2 insertions, 0 deletions
diff --git a/etc/runs.yml b/etc/runs.yml index 41cbc3c2..2576191e 100644 --- a/etc/runs.yml +++ b/etc/runs.yml @@ -6,6 +6,7 @@ runs: - [ig31, 3yr, bottomup] - [ig31, 5yr, bottomup] - [ig33, 5yr, bottomup] + - [ig35, 5yr, bottomup] - [hy25, 5yr, topdown] - [hy27, 5yr, bottomup] - [hy29, 3yr, bottomup] diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index bc8d7686..08f4ef7a 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -104,6 +104,7 @@ if __name__ == "__main__": "ig29": datetime.date(2017, 9, 26), "ig31": datetime.date(2018, 9, 25), "ig33": datetime.date(2019, 9, 25), + "ig35": datetime.date(2020, 9, 25), "xo22": datetime.date(2014, 10, 20), "xo24": datetime.date(2015, 9, 28), "xo26": datetime.date(2016, 9, 27), |