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Diffstat (limited to 'python/cds_curve.py')
| -rw-r--r-- | python/cds_curve.py | 1 |
1 files changed, 0 insertions, 1 deletions
diff --git a/python/cds_curve.py b/python/cds_curve.py index 5f8ff1cf..8875abf8 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -12,7 +12,6 @@ def all_curves_pv( ): r = {} for d in maturities: - tenor = {} coupon_leg = FeeLeg(start_date, d, True, 1.0, 1.0) default_leg = ContingentLeg(start_date, d, True) accrued = coupon_leg.accrued(step_in_date) |