Small changes

cuemacro · Mar 1, 2021 · 6d53c02 · 6d53c02
1 parent 7c40309
commit 6d53c02
Showing 1 changed file with 3 additions and 2 deletions.
diff --git a/finmarketpy_examples/fx_vol_surface_interpolation_examples.py b/finmarketpy_examples/fx_vol_surface_interpolation_examples.py
@@ -68,16 +68,17 @@
 if run_example == 2 or run_example == 0:
 
  horizon_date = '23 Jun 2016'
+ cross = 'GBPUSD'
 
  # Download the whole all market data for GBPUSD for pricing options (vol surface)
  md_request = MarketDataRequest(start_date=horizon_date, finish_date=horizon_date,
  data_source='bloomberg', cut='LDN', category='fx-vol-market',
- tickers=['GBPUSD'],
+ tickers=cross,
  cache_algo='cache_algo_return')
 
  df = market.fetch_market(md_request)
 
- fx_vol_surface = FXVolSurface(market_df=df, vol_function_type='BBG', asset='GBPUSD')
+ fx_vol_surface = FXVolSurface(market_df=df, vol_function_type='BBG', asset=cross)
 
  fx_vol_surface.build_vol_surface(horizon_date)