From feaf5cf91a15bbf94d037c68faa870363929c465 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 3 Feb 2017 17:52:41 -0500 Subject: fix examples --- example.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) (limited to 'example.py') diff --git a/example.py b/example.py index d17afa5..a926396 100644 --- a/example.py +++ b/example.py @@ -30,11 +30,11 @@ if __name__ == "__main__": ig_spread = 0.0070 spread = array.array('d', [ig_spread]) - + recovery = array.array('d', [0.4]) + upfront = array.array('d', [-0.0164243]) print("build spread curve", flush=True) - sc = SpreadCurve(today_date, yc, start_date, step_in_date, - value_date, - [end_date], spread, 0.4, 1) + sc = SpreadCurve(today_date, yc, start_date, step_in_date, value_date, + [end_date], spread, upfront, recovery, True) sc_data = sc.inspect()['data'] rate = sc_data[0][1] # by default the rate is stored as annually compounded -- cgit v1.2.3-70-g09d2