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| -rw-r--r-- | etc/runs.yml | 1 | ||||
| -rw-r--r-- | python/calibrate_tranches_BC.py | 1 |
2 files changed, 2 insertions, 0 deletions
diff --git a/etc/runs.yml b/etc/runs.yml index 2576191e..a54c9c1f 100644 --- a/etc/runs.yml +++ b/etc/runs.yml @@ -14,6 +14,7 @@ runs: - [hy31, 3yr, bottomup] - [hy31, 5yr, bottomup] - [hy33, 5yr, bottomup] + - [hy35, 5yr, bottomup] - [xo24, 5yr, bottomup] - [xo26, 5yr, bottomup] - [xo28, 5yr, bottomup] diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index 08f4ef7a..11f09d9f 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -95,6 +95,7 @@ if __name__ == "__main__": "hy29": datetime.date(2017, 10, 3), "hy31": datetime.date(2018, 10, 2), "hy33": datetime.date(2019, 10, 1), + "hy35": datetime.date(2020, 10, 2), "ig9": datetime.date(2013, 1, 1), "ig19": datetime.date(2013, 5, 1), "ig21": datetime.date(2013, 9, 26), |