diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/yieldcurve.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 6e0cc3bf..79366cef 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -59,9 +59,7 @@ def get_curve(effective_date, currency="USD"): else: warnings.warn("cache miss for date: {}".format(effective_date), RuntimeWarning) - settings = Settings() - settings.evaluation_date = Date.from_datetime(effective_date) - ql_yc = YC(currency=currency) + ql_yc = YC(currency=currency, evaluation_date=effective_date) jp_yc = ql_to_jp(ql_yc) curves[effective_date] = jp_yc return jp_yc |