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-rw-r--r--python/calibrate_tranches_BC.py2
1 files changed, 2 insertions, 0 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py
index e0ca250f..b72ebbcb 100644
--- a/python/calibrate_tranches_BC.py
+++ b/python/calibrate_tranches_BC.py
@@ -137,6 +137,8 @@ if __name__ == "__main__":
begin_date = args.start_from
if args.update:
begin_date = get_lastdate(serenitas_conn, index, series, tenor)
+ if begin_date is None:
+ continue
if not args.update and begin_date is None:
try:
begin_date = start_dates[f"{index.lower()}{series}"]