diff options
| -rw-r--r-- | etc/runs.yml | 2 | ||||
| -rw-r--r-- | python/calibrate_tranches_BC.py | 2 |
2 files changed, 4 insertions, 0 deletions
diff --git a/etc/runs.yml b/etc/runs.yml index 74a31ced..41cbc3c2 100644 --- a/etc/runs.yml +++ b/etc/runs.yml @@ -18,8 +18,10 @@ runs: - [xo28, 5yr, bottomup] - [xo30, 5yr, bottomup] - [xo32, 5yr, bottomup] + - [xo34, 5yr, bottomup] - [eu24, 5yr, bottomup] - [eu26, 5yr, bottomup] - [eu28, 5yr, bottomup] - [eu30, 5yr, bottomup] - [eu32, 5yr, bottomup] + - [eu34, 5yr, bottomup] diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index 154b01e6..bc8d7686 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -110,6 +110,7 @@ if __name__ == "__main__": "xo28": datetime.date(2017, 9, 28), "xo30": datetime.date(2018, 9, 25), "xo32": datetime.date(2019, 10, 2), + "xo34": datetime.date(2020, 9, 22), "eu9": datetime.date(2014, 9, 15), "eu19": datetime.date(2013, 4, 3), "eu21": datetime.date(2014, 3, 27), @@ -119,6 +120,7 @@ if __name__ == "__main__": "eu28": datetime.date(2017, 9, 28), "eu30": datetime.date(2018, 9, 25), "eu32": datetime.date(2019, 9, 25), + "eu34": datetime.date(2020, 9, 22), } serenitas_conn = dbconn("serenitasdb") |