diff options
| -rw-r--r-- | python/swaption_pnl.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/swaption_pnl.py b/python/swaption_pnl.py index 306ae8bc..f47a233e 100644 --- a/python/swaption_pnl.py +++ b/python/swaption_pnl.py @@ -68,7 +68,9 @@ def get_swaption_pv( with conn.cursor() as c: c.execute( "SELECT termination_fee " - "FROM terminations WHERE termination_date=%s AND dealid LIKE 'SWPTN%%'", + "FROM terminations JOIN swaptions USING (dealid) " + "WHERE termination_date=%s AND dealid LIKE 'SWPTN%%' " + "AND folder !='STEEP'", (prev_day,), ) for (fee,) in c: @@ -109,7 +111,7 @@ if __name__ == "__main__": "-s", "--source", action="append", - default=["GS"], + default=[], dest="source_list", help="quote source", ) |