diff options
Diffstat (limited to 'python/yieldcurve.py')
| -rw-r--r-- | python/yieldcurve.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index a8517710..99b186ff 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -118,7 +118,7 @@ def rate_helpers(currency="USD", MarkitData=None, evaluation_date=None): MarkitData['effectiveasof'], evaluation_date), RuntimeWarning) - settings.evaluation_date = Date.from_datetime(MarkitData['effectiveasof']) + settings.evaluation_date = Date.from_datetime(MarkitData['effectiveasof']) calendar = WeekendsOnly() if currency == "USD": isda_ibor = IborIndex("IsdaIbor", Period(3, Months), 2, USDCurrency(), @@ -170,6 +170,7 @@ def YC(helpers=None, currency="USD", MarkitData=None, evaluation_date=None, settings = Settings() if evaluation_date: settings.evaluation_date = Date.from_datetime(evaluation_date) + if fixed: _yc = PiecewiseYieldCurve.from_reference_date( BootstrapTrait.Discount, Interpolator.LogLinear, |