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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-02-03 17:52:41 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-02-03 17:52:41 -0500 |
| commit | feaf5cf91a15bbf94d037c68faa870363929c465 (patch) | |
| tree | ad39766e45207620c87d6f3e36108bd6681638e8 /example.py | |
| parent | 835b6434ea8301c3283b8f2febda6d2cbb5510f5 (diff) | |
| download | pyisda-feaf5cf91a15bbf94d037c68faa870363929c465.tar.gz | |
fix examples
Diffstat (limited to 'example.py')
| -rw-r--r-- | example.py | 8 |
1 files changed, 4 insertions, 4 deletions
@@ -30,11 +30,11 @@ if __name__ == "__main__": ig_spread = 0.0070 spread = array.array('d', [ig_spread]) - + recovery = array.array('d', [0.4]) + upfront = array.array('d', [-0.0164243]) print("build spread curve", flush=True) - sc = SpreadCurve(today_date, yc, start_date, step_in_date, - value_date, - [end_date], spread, 0.4, 1) + sc = SpreadCurve(today_date, yc, start_date, step_in_date, value_date, + [end_date], spread, upfront, recovery, True) sc_data = sc.inspect()['data'] rate = sc_data[0][1] # by default the rate is stored as annually compounded |
