diff options
Diffstat (limited to 'python/calibrate_swaption.py')
| -rw-r--r-- | python/calibrate_swaption.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/calibrate_swaption.py b/python/calibrate_swaption.py index 921bbf59..a801af5b 100644 --- a/python/calibrate_swaption.py +++ b/python/calibrate_swaption.py @@ -66,7 +66,7 @@ def calib(option, ref, strike, pay_bid, pay_offer, rec_bid, rec_offer): continue try: setattr(option, price_type, mid) - except ValueError as e: + except (ValueError, SystemError) as e: if "Failed" in str(e): logger.error(e) logger.error("probably data error") |