1 files changed, 7 insertions, 0 deletions
diff --git a/python/analytics/utils.py b/python/analytics/utils.py
index 3d5c0da4..c0da47f6 100644
--- a/python/analytics/utils.py
+++ b/python/analytics/utils.py
@@ -69,6 +69,13 @@ def next_third_wed(d):
         return y
 
 
+def tenor_to_float(t: str):
+    if t == "6m":
+        return 0.5
+    else:
+        return float(t.rstrip("yr"))
+
+
 def roll_date(d, tenor, nd_array=False):
     """ roll date d to the next CDS maturity"""
     cutoff = pd.Timestamp("2015-09-20")