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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2018-12-18 11:21:33 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2018-12-18 11:21:33 -0500 |
| commit | bbd8ae7cb78fba1dc7d3d0cd6996e127a824ca9f (patch) | |
| tree | dc852b5069eb57cdac3228dcdbe1a6f8b823dc9e | |
| parent | 6592108bc22bad794ace71725e66470f8b2efbea (diff) | |
| download | pyisda-bbd8ae7cb78fba1dc7d3d0cd6996e127a824ca9f.tar.gz | |
Sears!
| -rw-r--r-- | pyisda/curve.pyx | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index b9cb886..6af2176 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -539,7 +539,7 @@ cdef class SpreadCurve(Curve): self.defaulted = pydate_to_TDate(defaulted) # bloomberg reuses company_id for companies that defaulted in the past # like American Airlines for instance - if today_c - self.defaulted > 60: + if today_c - self.defaulted > 120: self.defaulted = -1 if isinstance(end_dates, list): |