From 646adeb644258a6917906f91aefff8e557dd4a20 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Wed, 16 Nov 2016 14:25:29 -0500 Subject: typos --- pyisda/utils.py | 4 ++-- 1 file 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 -- cgit v1.2.3-70-g09d2