diff options
| -rw-r--r-- | pyisda/credit_index.pyx | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 2f90b01..0951f35 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -862,6 +862,8 @@ cdef double pv(const vector[shared_ptr[TCurve]]& curves, size_t i = 0 double* recovery_rate + if curves.size() == 0: + return nan("") if epsilon == 0.: with parallel(): fl_pv = 0. |