diff options
| -rw-r--r-- | python/notebooks/swaption_risk.ipynb | 13 |
1 files changed, 11 insertions, 2 deletions
diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb index 146b0969..babc23d2 100644 --- a/python/notebooks/swaption_risk.ipynb +++ b/python/notebooks/swaption_risk.ipynb @@ -34,7 +34,7 @@ "metadata": {}, "outputs": [], "source": [ - "portf = get_swaption_portfolio(value_date, conn, source_list=[\"GS\"])\n", + "portf = get_swaption_portfolio(value_date, conn, source_list=[\"MS\"])\n", "portf" ] }, @@ -144,6 +144,15 @@ "execution_count": null, "metadata": {}, "outputs": [], + "source": [ + "portf.pv" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], "source": [] } ], @@ -163,7 +172,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.8.1" + "version": "3.8.2" } }, "nbformat": 4, |