diff options
Diffstat (limited to 'python/notebooks')
| -rw-r--r-- | python/notebooks/Curve Trades.ipynb | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb index 14868886..1d928fac 100644 --- a/python/notebooks/Curve Trades.ipynb +++ b/python/notebooks/Curve Trades.ipynb @@ -55,7 +55,8 @@ "outputs": [], "source": [ "index = w.value\n", - "model = ct.curve_model('5yr', '10yr', index=index, max_series=33)\n", + "series = 34 if index == 'IG' else 32\n", + "model = ct.curve_model('5yr', '10yr', index=index, max_series=series)\n", "model_results = ct.curve_model_results(model[0], model[1])" ] }, |