diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/cms_spread.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/analytics/cms_spread.py b/python/analytics/cms_spread.py index 31d2e4f3..e57c442d 100644 --- a/python/analytics/cms_spread.py +++ b/python/analytics/cms_spread.py @@ -331,8 +331,7 @@ class CmsSpread: conditional1=0.025) else: instance = CmsSpread(r['expiration_date'], tenor1, tenor2, r['strike'] * 0.01, - value_date=r['trade_date'], notional=r['amount'], - conditional1=0.025) + value_date=r['trade_date'], notional=r['amount']) return instance @property |