diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/index.py | 2 | ||||
| -rw-r--r-- | python/yieldcurve.py | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 5cdbabfe..789bf692 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -19,7 +19,7 @@ from pyisda.curve import SpreadCurve from .utils import previous_twentieth, build_table from bbg_helpers import BBG_IP, retrieve_data, init_bbg_session -from yieldcurve import get_curve, rate_helpers +from yieldcurve import get_curve, rate_helpers, YC, ql_to_jp from weakref import WeakSet _engine = dbengine('serenitasdb') diff --git a/python/yieldcurve.py b/python/yieldcurve.py index d1abc601..17e21a3e 100644 --- a/python/yieldcurve.py +++ b/python/yieldcurve.py @@ -56,7 +56,7 @@ def get_curve(effective_date, currency="USD"): settings.evaluation_date = Date.from_datetime(effective_date) ql_yc = YC(currency=currency) jp_yc = ql_to_jp(ql_yc) - curves[d] = jp_yc + curves[effective_date] = jp_yc return jp_yc def getMarkitIRData(effective_date = datetime.date.today(), |