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Diffstat (limited to 'python/analytics/tranche_basket.py')
| -rw-r--r-- | python/analytics/tranche_basket.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index b7727068..6f294757 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -882,8 +882,7 @@ class TrancheBasket(BasketIndex): self.tranche_quotes.running.iat[j], False), full_output=True) except ValueError as e: - print(f"can't calibrate skew at attach {self.K[j+1]}") - raise + raise ValueError(f"can't calibrate skew at attach {self.K[j+1]}") if r.converged: self.rho[j+1] = x0 else: |