diff options
| -rw-r--r-- | python/notebooks/swaption_risk.ipynb | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb index a5ca430d..4459a6d2 100644 --- a/python/notebooks/swaption_risk.ipynb +++ b/python/notebooks/swaption_risk.ipynb @@ -49,7 +49,7 @@ "outputs": [], "source": [ "with dawn_pool.connection() as conn:\n", - " portf = get_swaption_portfolio(value_date, conn, override={k: 0.8 for k in [430, 431, 432, 433, 422, 423, 424, 425, 426, 427, 428, 429, 430]})\n", + " portf = get_swaption_portfolio(value_date, conn, override={k: 0.8 for k in [469, 470, 471, 466, 467, 468, 476, 477]})\n", "portf.index_formatter = lambda t: (t[2], t[1])\n", "df = portf._todf().dropna(axis=1, how=\"all\")\n", "df.index.names = [\"fund\", \"trade_id\"]\n", |