diff --git a/gs_quant/risk/result_handlers.py b/gs_quant/risk/result_handlers.py index f3bac143..75f4ca71 100644 --- a/gs_quant/risk/result_handlers.py +++ b/gs_quant/risk/result_handlers.py @@ -207,11 +207,9 @@ def fixing_table_handler(result: dict, risk_key: RiskKey, _instrument: Instrumen request_id: Optional[str] = None) -> SeriesWithInfo: rows = result['fixingTableRows'] - dates = [] - values = [] - for row in rows: - dates.append(dt.date.fromisoformat(row["fixingDate"])) - values.append(row["fixing"]) + fromisoformat = dt.date.fromisoformat + dates = [fromisoformat(row["fixingDate"]) for row in rows] + values = [row["fixing"] for row in rows] return SeriesWithInfo(values, index=dates, risk_key=risk_key, request_id=request_id)