aboutsummaryrefslogtreecommitdiffstats
path: root/python/calibrate_tranches_BC.py
diff options
context:
space:
mode:
Diffstat (limited to 'python/calibrate_tranches_BC.py')
-rw-r--r--python/calibrate_tranches_BC.py4
1 files changed, 3 insertions, 1 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py
index dd87bfb8..fdeb033e 100644
--- a/python/calibrate_tranches_BC.py
+++ b/python/calibrate_tranches_BC.py
@@ -32,6 +32,8 @@ def build_sql_str(df):
if __name__ == "__main__":
logging.basicConfig(level=logging.INFO,
+ filename=os.path.join(os.environ["LOG_DIR"],
+ f"calib_tranches_{datetime.date.today()}.log"),
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
logger = logging.getLogger('tranche_calib')
parser = argparse.ArgumentParser()
@@ -113,7 +115,7 @@ if __name__ == "__main__":
data = {}
for d in dr:
- logger.debug(d.date())
+ logger.debug(f"calibrating for {d.date()}")
try:
if tranche_index is None:
tranche_index = TrancheBasket(index, series, tenor, value_date=d.date())