diff options
| -rw-r--r-- | pyisda/utils.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/pyisda/utils.py b/pyisda/utils.py index a2b1e5e..b6724ce 100644 --- a/pyisda/utils.py +++ b/pyisda/utils.py @@ -87,8 +87,8 @@ def build_yc(trade_date, ql_curve = False): periods_swaps, rates_swaps = zip(*markit_data['swaps']) types = 'M' * len(periods) + 'S' * len(periods_swaps) rates = array.array('d', rates) - periods += periods_swaps) - rates += rates_swaps) + periods += periods_swaps + rates += rates_swaps yc = YieldCurve(trade_date, types, periods, rates, 'ACT/360', '6M', '3M', '30/360', 'ACT/360', BadDay.MODIFIED) return yc |