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Diffstat (limited to 'python/calibrate_tranches.py')
| -rw-r--r-- | python/calibrate_tranches.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/calibrate_tranches.py b/python/calibrate_tranches.py index 0c4f1099..c9e64e5f 100644 --- a/python/calibrate_tranches.py +++ b/python/calibrate_tranches.py @@ -12,7 +12,7 @@ n_credit = 100 Z, w = GHquad(n_int) with open("../R/index_definitions.yml") as fh: - indices = yaml.load(fh) + indices = yaml.load(fh, Loader=yaml.FullLoader) indices['hy21']['maturity'] = datetime.date(1970, 1, 1) + datetime.timedelta(indices['hy21']['maturity']) hy21 = indices['hy21'] hy21["startdate"] = datetime.date(2013, 9, 20) |