diff options
| -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 |