KeyError looping through multiple values per key

Question

(This question may differ from "Iterating over dictionaries using 'for' loops" in that I have multiple entries for each key, and am also having issues 'pointing' to the right one).

There is this empty dictionary:

import .math

instruments = {}

The following simple method populates it:

 def add_instrument(par, T, coup, price, compounding_freq = 2):
      instruments[T] = (par, coup, price, compounding_freq)

add_instrument(100, 0.25, 0., 97.5)
add_instrument(100, 0.5, 0., 94.9)
add_instrument(100, 1.0, 3., 90.)
add_instrument(100, 1.5, 8, 96., 2)

If we check:

instruments.keys()

We obtain: [0.25, 0.5, 1.5, 1.0]

I would then like to loop through the dictionary and if coup == 0, do certain operation, else do something else:

for T in instruments.items():
    (par, coupon, price, freq) = instruments[T]
    if coupon == 0:
          do_something

But I am getting a #KeyError: (0.25, (100, 0.0, 97.5, 2))

Any idea why and how should i re-arrange the loop? TIA.

Edit: using the answer below, the BootstrapYieldCurve class works as planned, on the book 'Mastering Python for Finance', ch5.

`for T in instruments.items():` should be `for T in instruments.keys():` or just `for T in instruments:` — Chris_Rands, Oct 06 '17 at 08:35
what happens when you change for `T in instruments.items():` to `for T, _ in instruments.items():` also, I believe, you should write `global instruments` inside your add_instruments function. — SRC, Oct 06 '17 at 08:36

Eric Duminil · Accepted Answer · 2017-10-06T08:53:41.547

T is the key, so you should iterate with for T in instruments:

import math

instruments = {} 

def add_instrument(par, T, coup, price, compounding_freq = 2):
  instruments[T] = (par, coup, price, compounding_freq)

add_instrument(100, 0.25, 0., 97.5)
add_instrument(100, 0.5, 0., 94.9)
add_instrument(100, 1.0, 3., 90.)
add_instrument(100, 1.5, 8, 96., 2)

for T in instruments:
    par, coupon, price, freq = instruments[T]
    if coupon == 0:
        print(T)

If you use for T in instruments.items(), T becomes a tuple of (key, value). When you then look for instruments[T], there's no such key in the dict.

You could also unpack the value tuple directly if you insist on using items():

for t, (par, coup, price, freq) in instruments.items():
    if coup == 0:
        print(t)

It outputs:

0.25
0.5

Thank you Eric, this finally works. And indeed, I was having an issue with unpacking the 3rd element when using instruments.keys() instead of instrumetns.items() . — Fed, Oct 06 '17 at 08:58

KeyError looping through multiple values per key

Edit: using the answer below, the BootstrapYieldCurve class works as planned, on the book 'Mastering Python for Finance', ch5.

1 Answers1