diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/cds_curve.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/cds_curve.py b/python/cds_curve.py index 519c3bae..80903c91 100644 --- a/python/cds_curve.py +++ b/python/cds_curve.py @@ -60,7 +60,8 @@ if __name__ == "__main__": if args.latest: with conn.cursor() as c: c.execute("SELECT min(date) FROM index_quotes WHERE index=%s AND series=%s " - "AND duration2 is NULL", (index, series)) + "AND tenor in ('3yr', '5yr', '7yr', '10yr') AND " + "duration2 is NULL", (index, series)) start_date, = c.fetchone() if start_date is None: sys.exit(0) |