diff options
| -rw-r--r-- | python/analytics/index.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 1e6ef140..56758693 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -217,7 +217,8 @@ class ForwardIndex(): def _update(self, *args): if self.index.value_date > self.forward_date: - raise ValueError("Option expired") + raise ValueError(f"Option expired: value_date {self.index.value_date}" + f" is greater than forward_date: {self.forward_date}") if self.index._sc is not None: step_in_date = self.forward_date + datetime.timedelta(days=1) a = self.index._fee_leg.pv(self.index.value_date, step_in_date, |