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Diffstat (limited to 'python/analytics/index_data.py')
| -rw-r--r-- | python/analytics/index_data.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index f6f9e3c3..3a588e07 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -163,7 +163,8 @@ def build_curve(r, tenors, currency="USD"): try: sc = SpreadCurve(r['date'], yc, None, None, None, tenors, spread_curve, upfront_curve, recovery_curve, - ticker=r['cds_ticker']) + ticker=r['cds_ticker'], + defaulted=r['event_date']) except ValueError as e: print(r[0], e) return None |