diff options
Diffstat (limited to 'python/markit')
| -rw-r--r-- | python/markit/rates.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 6fff3860..261e3db5 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -34,7 +34,7 @@ def downloadMarkitIRData(download_date=datetime.date.today(), MarkitData = {'deposits': list(deposits), 'swaps': list(swaps), 'effectiveasof': pd.Timestamp(effectiveasof).date()} - ql_yc = YC(currency=currency, MarkitData=MarkitData) + ql_yc = YC(currency=currency, MarkitData=MarkitData, evaluation_date=MarkitData['effectiveasof']) jp_yc = ql_to_jp(ql_yc) sql_str = "INSERT INTO {}_curves VALUES(%s, %s) ON CONFLICT DO NOTHING".format(currency) with conn.cursor() as c: |