diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/yieldcurve.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index f76faa3a..3563122a 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -50,7 +50,7 @@ def YC(date = datetime.date.today(), currency="USD", MarkitData=None, futures = # futures = get_futures_data(date) if currency == "USD": m = libor_market('USD(NY)', calendar='WO') - else if currency == "EUR": + elif currency == "EUR": m = libor_market('EUR:1Y', calendar='WO') m.calendar = "WeekendsOnly" m.fixed_leg_convention = 'ModifiedFollowing' @@ -81,4 +81,3 @@ if __name__=="__main__": f2 = [ts.forward_rate(d, d+p2, Actual360(), 0).rate for d in sched] plt.plot(days, f2, days, f3, days, f6) - plt.show() |