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Diffstat (limited to 'python/yieldcurve.py')
| -rw-r--r-- | python/yieldcurve.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index d1abc601..17e21a3e 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -56,7 +56,7 @@ def get_curve(effective_date, currency="USD"): settings.evaluation_date = Date.from_datetime(effective_date) ql_yc = YC(currency=currency) jp_yc = ql_to_jp(ql_yc) - curves[d] = jp_yc + curves[effective_date] = jp_yc return jp_yc def getMarkitIRData(effective_date = datetime.date.today(), |