diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/calibrate_tranches_BC.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/calibrate_tranches_BC.py b/python/calibrate_tranches_BC.py index d4317f32..b2fdfe07 100644 --- a/python/calibrate_tranches_BC.py +++ b/python/calibrate_tranches_BC.py @@ -65,6 +65,9 @@ if __name__ == "__main__": parser.add_argument( "-d", "--debug", action="store_true", help="more verbose logging" ) + parser.add_argument( + "-s", "--skewtype", action="store", help="skew type", default="bottomup" + ) args = parser.parse_args() logger.setLevel(logging.DEBUG if args.debug else logging.INFO) CODE_DIR = Path(os.environ["CODE_DIR"]) @@ -114,7 +117,7 @@ if __name__ == "__main__": if args.config is None: if args.index is None: raise ValueError("Please provide an index to run") - config = {"runs": [(args.index, args.tenor)]} + config = {"runs": [(args.index, args.tenor, args.skewtype)]} else: with (CODE_DIR / "etc" / args.config).open("r") as fh: config = full_load(fh) |