diff options
Diffstat (limited to 'python/cds_curve.py')
| -rw-r--r-- | python/cds_curve.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/cds_curve.py b/python/cds_curve.py index 1d2e244a..03e488e2 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -63,8 +63,9 @@ def calibrate_portfolio( ], axis=1, ) - for (_, t), id in v.items(): - yield (id, df.loc[t]) + for (_, version, t), id in v.items(): + if version == index.version: + yield (id, df.loc[t]) if __name__ == "__main__": |