diff options
Diffstat (limited to 'python/calibrate_tranches_BC.py')
| -rw-r--r-- | python/calibrate_tranches_BC.py | 8 |
1 files changed, 2 insertions, 6 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index 16d9ba28..dd87bfb8 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -118,12 +118,8 @@ if __name__ == "__main__": if tranche_index is None: tranche_index = TrancheBasket(index, series, tenor, value_date=d.date()) else: - try: - tranche_index.value_date = d.date() - except RuntimeError as e: - logger.error(e) - continue - except ValueError as e: + tranche_index.value_date = d.date() + except (RuntimeError, ValueError) as e: logger.error(e) continue |