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 b9c4bcab..27ae36e2 100644 --- a/python/thetas-durations.py +++ b/python/thetas-durations.py @@ -63,8 +63,8 @@ if __name__ == "__main__": recoveries = np.full(len(tenors[index]), 0.3) else: recoveries = np.full(len(tenors[index]), 0.4) - for series in range(18, 35): - if index in ["EU", "XO"] and series == 34: + for series in range(18, 36): + if index in ["EU", "XO"] and series == 35: continue fee_legs, contingent_legs, df = get_legs(index, series, tenors[index]) diff --git a/scripts/curve.sh b/scripts/curve.sh index f265361a..7b137024 100755 --- a/scripts/curve.sh +++ b/scripts/curve.sh @@ -9,7 +9,7 @@ #done #popd > /dev/null indices=("EU" "IG" "HY" "XO" "HYBB") -series=(22 23 24 25 26 27 28 29 30 31 32 33 34) +series=(22 23 24 25 26 27 28 29 30 31 32 33 34 35) pushd "$CODE_DIR/python" > /dev/null for index in ${indices[@]}; do for s in ${series[@]}; do |