Hello Guys,
I am new to the debugging in spyder. I usually use a step by step debugging
but I am getting confused because I am not able to get the different values
of the for loop at some point.
Here is the code :
# NelSon Siegel Yield Curve Computation
from datetime import date
import numpy as np
def nelsonsiegel(Beta0,Beta1,Beta2,Beta3,Lambda1,Lambda2):
SettleDate = date(2017,07,14)
Bond1MaturityDate = date(2018,7,13)
Bond3MaturityDate = date(2020,2,17)
Bond5MaturityDate = date(2022,7,21)
Bond10MaturityDate = date(2027,1,20)
Bond15MaturityDate = date(2031,9,16)
Bond20MaturityDate = date(2037,3,17)
Yearfraction =
[float((Bond1MaturityDate-SettleDate).days)/365,float((Bond3MaturityDate-SettleDate).days)/365,
float((Bond5MaturityDate-SettleDate).days)/365,
float((Bond10MaturityDate-SettleDate).days)/365,
float((Bond15MaturityDate-SettleDate).days)/365,
float((Bond20MaturityDate-SettleDate).days)/365]
# CouponRate = [0,0.0290,0.0321,0.0494,0.0585,0.0624]
# BondPrices = [0.97863,0.99745,0.9968, 0.99922,0.98724,0.96679 ]
NS = []
# df = []
# rst = []
# NSS = []
# result = []
for i in range(len(Yearfraction)):
NelsonSiegel = Beta0 + (Beta1 *
((1-np.exp(-Yearfraction[i]/Lambda1)/Yearfraction[i]*Lambda1))) + (Beta2 *
((((1-np.exp(-Yearfraction[i]/Lambda1))/(Yearfraction[i]*Lambda1))) -
(np.exp(-Yearfraction[i]/Lambda1)))) + (Beta3 *
((((1-np.exp(-Yearfraction[i]/Lambda2))/(Yearfraction[i]*Lambda2))) -
(np.exp(-Yearfraction[i]/Lambda2))))
NS.append(NelsonSiegel)
a = np.array(NS) # array for nelson siegel values
return NelsonSiegel
to run this function I use : nelsonsiegel(0.01,0.01,0.01,0.01,1,1)
I normally put a break point one row before the return command.
can you explain to me please how to debug this in the loop step by step. I
put the breakpoint and executed the command but it never stops at my
breakpoint.
Thank you
FMG
--
You received this message because you are subscribed to the Google Groups
"spyder" group.
To unsubscribe from this group and stop receiving emails from it, send an email
to [email protected].
To post to this group, send email to [email protected].
Visit this group at https://groups.google.com/group/spyderlib.
For more options, visit https://groups.google.com/d/optout.
