From 314a4faf9bf978fb079964e32fffe0933e40b20c Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Thu, 15 Mar 2018 13:51:54 -0400 Subject: relly skip curve --- pyisda/credit_index.pyx | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 2f156a8..e311560 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -87,7 +87,7 @@ cdef class CurveList: self._weights[i] = weights[i] else: for i in range(self._curves.size()): - self._weights[i] /= n + self._weights[i] /= (n - n_skipped) if n_skipped > 0: warnings.warn(f"skipped {n_skipped} empty curves") -- cgit v1.2.3-70-g09d2