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1 parent 3cecd14 commit 50d3898Copy full SHA for 50d3898
pyacm/acm.py
@@ -168,10 +168,10 @@ def __init__(
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# TODO PAREI AQUI - Olhar em que situações pode-se usar os yield mensais.
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if self.curve.index.freqstr == 'M':
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X = self.pc_factors_m
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- r1 = self.rf_m
+ r1 = self.curve_monthly.iloc[:, 0]
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else:
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X = self.pc_factors_d
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- r1 = self.rf_d
+ r1 = self.curve.iloc[:, 0]
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self.miy = self._affine_recursions(self.lambda0, self.lambda1, X, r1)
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self.rny = self._affine_recursions(0, 0, X, r1)
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