diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 7 |
1 files changed, 6 insertions, 1 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 75a6e2a6..a8c9a8ef 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -299,6 +299,8 @@ class Index(object): @trade_date.setter def trade_date(self, d): + if isinstance(d, pd.Timestamp): + d = d.date() prebuilt_curves = getattr(yieldcurve, '_{}_curves'.format(self.currency)) self.start_date = previous_twentieth(d) if d in prebuilt_curves: @@ -484,7 +486,10 @@ class ForwardIndex(object): '__weakref__'] def __init__(self, index, forward_date): self.index = index - self.forward_date = forward_date + if isinstance(forward_date, pd.Timestamp): + self.forward_date = forward_date.date() + else: + self.forward_date = forward_date self.exercise_date_settle = pd.Timestamp(forward_date) + 3* BDay() self.df = index._yc.discount_factor(self.exercise_date_settle) self._update() |