diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/yieldcurve.py | 1 |
1 files changed, 0 insertions, 1 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 3563122a..2e6b7d61 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -52,7 +52,6 @@ def YC(date = datetime.date.today(), currency="USD", MarkitData=None, futures = m = libor_market('USD(NY)', calendar='WO') elif currency == "EUR": m = libor_market('EUR:1Y', calendar='WO') - m.calendar = "WeekendsOnly" m.fixed_leg_convention = 'ModifiedFollowing' # m.settle_date is not available until we set_quotes, so we compute it again # need a better way to do this |