diff options
| -rw-r--r-- | etc/runs.yml | 8 | ||||
| -rw-r--r-- | python/calibrate_tranches_BC.py | 8 |
2 files changed, 6 insertions, 10 deletions
diff --git a/etc/runs.yml b/etc/runs.yml index 02139404..5d35f854 100644 --- a/etc/runs.yml +++ b/etc/runs.yml @@ -1,13 +1,13 @@ runs: #- [hy19, 5yr] - - [hy21, 5yr] + #- [hy21, 5yr] #- [ig19, 5yr] - [ig19, 7yr] - - [ig21, 5yr] + #- [ig21, 5yr] #- [ig9, 10yr] #- [ig23, 3yr] - [ig23, 5yr] - - [ig25, 3yr] + #- [ig25, 3yr] - [ig25, 5yr] - [ig27, 3yr] - [ig27, 5yr] @@ -17,7 +17,7 @@ runs: - [ig31, 5yr] #- [hy23, 3yr] - [hy23, 5yr] - - [hy25, 3yr] + #- [hy25, 3yr] - [hy25, 5yr] - [hy27, 3yr] - [hy27, 5yr] diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index 16d9ba28..dd87bfb8 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -118,12 +118,8 @@ if __name__ == "__main__": if tranche_index is None: tranche_index = TrancheBasket(index, series, tenor, value_date=d.date()) else: - try: - tranche_index.value_date = d.date() - except RuntimeError as e: - logger.error(e) - continue - except ValueError as e: + tranche_index.value_date = d.date() + except (RuntimeError, ValueError) as e: logger.error(e) continue |