diff options
| -rw-r--r-- | python/thetas-durations.py | 4 | ||||
| -rwxr-xr-x | scripts/curve.sh | 2 |
2 files changed, 3 insertions, 3 deletions
diff --git a/python/thetas-durations.py b/python/thetas-durations.py index e7ee6cbb..4eebaa50 100644 --- a/python/thetas-durations.py +++ b/python/thetas-durations.py @@ -53,8 +53,8 @@ for index in ["IG", "HY", "EU", "XO"]: recoveries = np.full(len(tenors[index]), 0.3) else: recoveries = np.full(len(tenors[index]), 0.4) - for series in range(18, 31): - if index in ["EU", "XO"] and series == 30: + for series in range(18, 32): + if index in ["EU", "XO"] and series == 31: continue fee_legs, contingent_legs, df = \ get_legs(index, series, tenors[index]) diff --git a/scripts/curve.sh b/scripts/curve.sh index 222bea39..7b0473f4 100755 --- a/scripts/curve.sh +++ b/scripts/curve.sh @@ -9,7 +9,7 @@ #done #popd > /dev/null indices=("EU" "IG" "HY" "XO") -series=(22 23 24 25 26 27 28 29 30) +series=(22 23 24 25 26 27 28 29 30 31) pushd "$CODE_DIR/python" > /dev/null for index in ${indices[@]}; do for s in ${series[@]}; do |