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Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 75e7202c..a4e70b15 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -478,6 +478,8 @@ class ForwardIndex(object): return hash(tuple(getattr(self, k) for k in ForwardIndex.__slots__ if k != '__weakref__')) def _update(self, *args): + if self.index.trade_date > self.forward_date: + return if self.index._sc is not None: step_in_date = self.forward_date + datetime.timedelta(days=1) a = self.index._fee_leg.pv(self.index.trade_date, step_in_date, |