diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/utils.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/utils.py b/python/analytics/utils.py index daf93967..edd05284 100644 --- a/python/analytics/utils.py +++ b/python/analytics/utils.py @@ -30,7 +30,7 @@ def next_twentieth(d): def roll_date(d, tenor, nd_array=False): """ roll date d to the next CDS maturity""" - cutoff = pd.Timestamp('2015-12-20') + cutoff = pd.Timestamp('2015-09-20') def kwargs(t): if abs(t) == 0.5: return {'months': int(12 * t)} |