Bug in function bootstrap_curve
Schlendrian opened this issue · comments
It seems that the function bootstrap_curve in pyvacon/marketdata/bootstrapping.py uses .iloc instead of .loc when iterating through the rows of a pandas DataFrame using a running number.
This works fine when the row number is the same as the index, but breaks (or gives unexpected results) when it is not.
I was confusing the functions .loc and .iloc myself when I wrote this...
I tried reproducing the error to see where the actual problem might have been but failed to do so. I'll reopen this issue / open a new one (together with a proper MWE this time) if the error occurs again.