diff options
Diffstat (limited to 'python/calibrate_tranches_BC.py')
| -rw-r--r-- | python/calibrate_tranches_BC.py | 7 |
1 files changed, 6 insertions, 1 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index bda7ed6f..efa5d5e3 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -171,7 +171,12 @@ if __name__ == "__main__": tranche_index.build_skew(skewtype) except ValueError as e: logger.error(e) - continue + logger.debug("Trying topdown") + try: + tranche_index.build_skew("topdown") + except ValueError: + logger.error(e) + continue df = pd.concat( [ |