From bbd8ae7cb78fba1dc7d3d0cd6996e127a824ca9f Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Tue, 18 Dec 2018 11:21:33 -0500
Subject: Sears!

---
 pyisda/curve.pyx | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index b9cb886..6af2176 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -539,7 +539,7 @@ cdef class SpreadCurve(Curve):
             self.defaulted = pydate_to_TDate(defaulted)
             # bloomberg reuses company_id for companies that defaulted in the past
             # like American Airlines for instance
-            if today_c - self.defaulted > 60:
+            if today_c - self.defaulted > 120:
                 self.defaulted = -1
 
         if isinstance(end_dates, list):
-- 
cgit v1.2.3-70-g09d2