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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 a396438b..7a9611f7 100644 --- a/python/calibrate_swaption.py +++ b/python/calibrate_swaption.py @@ -70,7 +70,7 @@ def calibrate(index_type=None, series=None, date=None, nproc=4, latest=False): index = Index.from_name(index_type, series, "5yr", trade_date) option = Swaption(index, expiry.date(), 100) r = Parallel(n_jobs=nproc)( - delayed(calib)(d, option, index_type, series) for d in + delayed(calib, check_pickle=False)(d, option, index_type, series) for d in v[['ref', 'quotedate', 'strike', 'pay_bid', 'pay_offer', 'rec_bid', 'rec_offer']]. to_dict(orient = 'records')) serenitas_engine.execute(sql_str, r) |