diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/thetas-durations.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/thetas-durations.py b/python/thetas-durations.py index 3be12dbe..3e21e48d 100644 --- a/python/thetas-durations.py +++ b/python/thetas-durations.py @@ -45,7 +45,7 @@ def get_legs(index, series, tenors): ) # number of seconds since epoch # number of days between 1900-1-1 and epoch - df.maturity = df.maturity.values.view("M8[D]").astype(int) + 134774 + df.maturity = df.maturity.to_numpy("M8[D]").astype(int) + 134774 return fee_legs, contingent_legs, df |