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Diffstat (limited to 'python/analytics/index_data.py')
| -rw-r--r-- | python/analytics/index_data.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 0d253f00..df96dbd3 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -166,7 +166,7 @@ def build_curve(r, tenors): defaulted=r['event_date']) except ValueError as e: print(r[0], e) - return None + return r['weight'], None return r['weight'], sc |