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authorGuillaume Horel <guillaume.horel@gmail.com>2018-03-15 13:51:54 -0400
committerGuillaume Horel <guillaume.horel@gmail.com>2018-03-15 13:51:54 -0400
commit314a4faf9bf978fb079964e32fffe0933e40b20c (patch)
treed381e76cef93bbc202f725b742fa4fab3916e317
parent41c8ef50fcc810e029be41b89b5af982aa487704 (diff)
downloadpyisda-314a4faf9bf978fb079964e32fffe0933e40b20c.tar.gz
relly skip curve
-rw-r--r--pyisda/credit_index.pyx2
1 files changed, 1 insertions, 1 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 2f156a8..e311560 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -87,7 +87,7 @@ cdef class CurveList:
self._weights[i] = weights[i]
else:
for i in range(self._curves.size()):
- self._weights[i] /= n
+ self._weights[i] /= (n - n_skipped)
if n_skipped > 0:
warnings.warn(f"skipped {n_skipped} empty curves")