Added check note

cuemacro · Jan 8, 2021 · de9980c · de9980c
1 parent 39ccd7f
commit de9980c
Showing 1 changed file with 1 addition and 0 deletions.
diff --git a/findatapy/timeseries/calendar.py b/findatapy/timeseries/calendar.py
@@ -305,6 +305,7 @@ def get_expiry_date_from_horizon_date(self, horizon_date, tenor, cal=None, asset
                 if isinstance(horizon_floating, pd.Timestamp):
                     horizon_floating = [horizon_floating]
 
+                # TODO: double check this!
                 for period_end, floating in zip(horizon_period_end, horizon_floating):
                     if floating < period_end:
                         delivery_date.append(floating - cbd + cbd)