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Diffstat (limited to 'python/analytics/ir_swaption.py')
| -rw-r--r-- | python/analytics/ir_swaption.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/analytics/ir_swaption.py b/python/analytics/ir_swaption.py index 77485a31..b2106c35 100644 --- a/python/analytics/ir_swaption.py +++ b/python/analytics/ir_swaption.py @@ -94,7 +94,10 @@ class IRSwaption: rec.buysell, rec.notional, ) - instance.pv = rec.price / 100 * rec.notional * instance._direction + try: + instance.pv = rec.price / 100 * rec.notional * instance._direction + except ValueError: + pass return instance @property |