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Diffstat (limited to 'python/calibrate_tranches_BC.py')
| -rw-r--r-- | python/calibrate_tranches_BC.py | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index 23251ab4..34ac7f2c 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -117,7 +117,11 @@ if __name__ == "__main__": if tranche_index is None: tranche_index = TrancheBasket(index, series, tenor, value_date=d.date()) else: - tranche_index.value_date = d.date() + try: + tranche_index.value_date = d.date() + except RuntimeError as e: + logger.error(e) + continue except ValueError as e: logger.error(e) continue |