diff options
Diffstat (limited to 'python/thetas-durations.py')
| -rw-r--r-- | python/thetas-durations.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/thetas-durations.py b/python/thetas-durations.py index c6ba62c9..99f592de 100644 --- a/python/thetas-durations.py +++ b/python/thetas-durations.py @@ -107,7 +107,7 @@ if __name__ == "__main__": recoveries, ) except ValueError: - break + continue for r in data[["coupon", "tenor", "close_price"]].itertuples(): fl, fl_short = fee_legs[r.tenor] cl, cl_short = contingent_legs[r.tenor] |