diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py
index 689bbc78..9e158e85 100644
--- a/zipline/finance/risk.py
+++ b/zipline/finance/risk.py
@@ -58,7 +58,6 @@ Risk Report
 import logbook
 import datetime
 import math
-from collections import OrderedDict
 import bisect
 import numpy as np
 import numpy.linalg as la
@@ -179,8 +178,6 @@ class RiskMetricsBase(object):
     def __init__(self, start_date, end_date, returns):
 
         self.treasury_curves = trading.environment.treasury_curves
-        assert isinstance(self.treasury_curves, OrderedDict), \
-            "Treasury curves must be an OrderedDict"
 
         self.start_date = start_date
         self.end_date = end_date
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index c3d22b8e..1252f711 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -21,6 +21,7 @@ import datetime
 from functools import wraps
 from collections import defaultdict, OrderedDict
 from delorean import Delorean
+import pandas as pd
 from pandas import DatetimeIndex
 
 from zipline.data.loader import load_market_data
@@ -114,9 +115,11 @@ class TradingEnvironment(object):
         if not load:
             load = load_market_data
 
-        self.benchmark_returns, self.treasury_curves = \
+        self.benchmark_returns, treasury_curves_map = \
             load(self.bm_symbol)
 
+        self.treasury_curves = pd.Series(treasury_curves_map)
+
         self._period_trading_days = None
         self._trading_days_series = None
         self.full_trading_day = datetime.timedelta(hours=6, minutes=30)