diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/calibrate_swaption.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/calibrate_swaption.py b/python/calibrate_swaption.py index a801af5b..703b6429 100644 --- a/python/calibrate_swaption.py +++ b/python/calibrate_swaption.py @@ -70,9 +70,10 @@ def calib(option, ref, strike, pay_bid, pay_offer, rec_bid, rec_offer): if "Failed" in str(e): logger.error(e) logger.error("probably data error") - sys.exit(0) + logger.info( + f"ref: {ref}, strike: {strike}, expiry: {option.exercise_date}, mid: {mid}" + ) r.append(None) - logger.error(e) else: r.append(option.sigma) return r |