diff options
Diffstat (limited to 'python/pnl_explain.py')
| -rw-r--r-- | python/pnl_explain.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index ee8e2b4a..322d8ac4 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -75,7 +75,7 @@ def get_swaption_pv( conn: connection, **kwargs, ): - dr = pd.bdate_range(start_date, next_business_day(end_date), freq=bus_day) + dr = pd.bdate_range(start_date, (end_date + bus_day).date(), freq=bus_day) pv = [] daily = [] dates = [] |