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| author | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-10-26 10:44:59 -0400 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@serenitascapital.com> | 2016-10-26 10:44:59 -0400 |
| commit | 7beefa282fffea3e8f9540e5bde08e8687f13732 (patch) | |
| tree | 84af42e67aa7374d60bd821b7de3bfb381c162fd | |
| parent | 0f30291808b616925a37ea618495cf2519407753 (diff) | |
| download | pyisda-7beefa282fffea3e8f9540e5bde08e8687f13732.tar.gz | |
fix tests
| -rw-r--r-- | pyisda/utils.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/pyisda/utils.py b/pyisda/utils.py index 89660b7..049832a 100644 --- a/pyisda/utils.py +++ b/pyisda/utils.py @@ -63,10 +63,9 @@ def rate_helpers(currency="USD", MarkitData=None): return deps + swaps def YC(currency="USD", helpers = None, MarkitData=None): - settings = Settings() if helpers is None: helpers = rate_helpers(currency, MarkitData) - curve = PiecewiseYieldCurve("discount", "loglinear", settings.evaluation_date, + curve = PiecewiseYieldCurve(0, 1, 0, WeekendsOnly(), helpers, Actual365Fixed()) return curve |