diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/yieldcurve.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/yieldcurve.py b/python/yieldcurve.py index 69120d74..997a363b 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -75,7 +75,7 @@ def get_futures_data(date = datetime.date.today()): def rate_helpers(currency="USD", MarkitData=None): settings = Settings() if not MarkitData: - MarkitData = getMarkitIRData(pydate_from_qldate(settings.evaluation_date-1), currency) + MarkitData = getMarkitIRData(pydate_from_qldate(settings.evaluation_date), currency) if MarkitData['effectiveasof'] != pydate_from_qldate(settings.evaluation_date): raise RuntimeError("Yield curve effective date: {0} doesn't " \ "match the evaluation date: {1}".format( |