diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/mark_swaptions.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/mark_swaptions.py b/python/mark_swaptions.py index e459184b..d9954974 100644 --- a/python/mark_swaptions.py +++ b/python/mark_swaptions.py @@ -25,7 +25,7 @@ def get_swaption_portfolio(date, conn): trade_ids=deal_ids) portf.value_date = date try: - portf.mark(interp_method='bivariate_linear') + portf.mark(interp_method='bivariate_spline') except ValueError as e: logging.info(e) return {} |