diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/tranche_functions.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/tranche_functions.py b/python/analytics/tranche_functions.py index 606457cd..a86ee169 100644 --- a/python/analytics/tranche_functions.py +++ b/python/analytics/tranche_functions.py @@ -507,7 +507,7 @@ def cds_accrued(tradedate, coupon): """ computes accrued for a standard CDS TODO: fix for when trade_date + 1 = IMM date""" - tradedate = pydate_to_qldate(tradedate) + tradedate = Date.from_datetime(tradedate) end = tradedate + Period("3M") start_protection = tradedate + 1 |