Convert to Python 3 - Issue with MonthlyDateIndex

[Specchig]

Hello @mdnahas / @as4456 ,

I am trying to re-use this code using python 3. It works fine in python 2 but as python 2 is currently deprecated since January 2020, I was trying to convert the code in python 3.

I started refactoring the code to make it work but I am facing an issue in Leo_Krippner_SSR/AAA_RUN_KANSM2_Est_LB.py"

YieldCurveDateIndex = MonthlyDateIndex[StartT:EndT+1]
TypeError: only integer scalar arrays can be converted to a scalar index

Steps to reproduce

1. clone the repository
2. use python 3 (currently I am using version 3.8)
3. run data_read.py (with python 3)
4. fix any fixable issue (print -> print ( and float / integer)
5. run AAA_RUN_KANSM2_Est_LB.py

[RajaBellebon]

Hey @Specchig ,

I think I may have it working when updating StartT a value instead of an array.

More about it there

YieldCurveDateIndex = MonthlyDateIndex[StartT[0]:EndT[0] + 1]
YieldCurveData = MonthlyYieldCurveData[StartT[0]:EndT[0] + 1, IncludeMaturities]

However, I found other issues on the way and may fork the repository.

Regards,