diff options
| -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): |