diff options
| -rw-r--r-- | python/risk/swaptions.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/risk/swaptions.py b/python/risk/swaptions.py index 3ef4337f..ea8dc676 100644 --- a/python/risk/swaptions.py +++ b/python/risk/swaptions.py @@ -12,7 +12,7 @@ def get_swaption_portfolio(date, conn, **kwargs): "SELECT id, folder, dealid FROM swaptions " "WHERE (termination_date is NULL or termination_date > %s) " "AND expiration_date > %s AND trade_date <= %s " - "AND swap_type='CD_INDEX_OPTION'", + "AND swap_type='CD_INDEX_OPTION' ORDER BY expiration_date, strike", (date, date, date), ) try: |