diff options
| -rw-r--r-- | python/risk/portfolio.py | 5 |
1 files changed, 1 insertions, 4 deletions
diff --git a/python/risk/portfolio.py b/python/risk/portfolio.py index 936fb642..afc71852 100644 --- a/python/risk/portfolio.py +++ b/python/risk/portfolio.py @@ -28,16 +28,13 @@ def hy_equiv_trade(value_date, notional): ) -def build_portfolio(position_date, value_date=None, fund="SERCGMAST"): +def build_portfolio(position_date, value_date, fund="SERCGMAST"): """ Output two portfolios: 1) All synthetic + curve with just delta-proxy + dummy index as cash bonds proxy (portf) 2) All synthetic (portf_syn) """ - if value_date is None: - value_date = position_date - Trade.init_ontr(value_date) with dawn_pool.connection() as conn: portf = get_tranche_portfolio(position_date, conn, False, [fund]) |