diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/index_data.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index d94f59c5..784b16d4 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -5,7 +5,7 @@ import numpy as np from .utils import roll_date, previous_twentieth, tenor_t from pandas.tseries.offsets import BDay from functools import lru_cache -from pyisda.curve import SpreadCurve, fill_curve +from pyisda.curve import SpreadCurve from multiprocessing import Pool from yieldcurve import get_curve @@ -141,8 +141,6 @@ def build_curve(r, tenors, currency="USD"): sc = SpreadCurve(r['date'], yc, None, None, None, tenors, spread_curve, upfront_curve, recovery_curve, ticker=r['cds_ticker']) - if len(sc) != tenors.shape[0]: - sc = fill_curve(sc, end_dates) except ValueError as e: print(r[0], e) return None |