diff options
| -rw-r--r-- | python/risk_insight/templates/tranches.html | 2 | ||||
| -rw-r--r-- | python/risk_insight/views.py | 5 |
2 files changed, 4 insertions, 3 deletions
diff --git a/python/risk_insight/templates/tranches.html b/python/risk_insight/templates/tranches.html index 608da3d0..489975a4 100644 --- a/python/risk_insight/templates/tranches.html +++ b/python/risk_insight/templates/tranches.html @@ -27,7 +27,7 @@ </div> <div class="select-box2"> <select id="greek"> - <option value="Dealer Deltas">Dealer Delta</option> + <option value="tranchedelta">Dealer Delta</option> <option value="delta">Model Delta</option> <option value="forward_delta">Forward Delta</option> <option value="gamma">Gamma</option> diff --git a/python/risk_insight/views.py b/python/risk_insight/views.py index a3e0c7d8..153bb63d 100644 --- a/python/risk_insight/views.py +++ b/python/risk_insight/views.py @@ -48,8 +48,9 @@ def get_risk_numbers(): db = get_db() attach = get_attach_from_name(index, series) sqlstr = (sql.SQL("SELECT to_char(date, 'YYYY/MM/DD'), array_agg({}) FROM " \ - "(SELECT date, {} FROM risk_numbers_new " \ - "WHERE index=%s AND series=%s AND tenor=%s ORDER BY date, attach) "\ + "(SELECT date, {} FROM risk_numbers_new rn JOIN tranche_quotes " \ + "ON tranche_quotes.id=rn.tranche_id AND rn.index=%s " \ + "AND rn.series=%s AND rn.tenor=%s ORDER BY rn.date, rn.attach) "\ "AS a GROUP BY date ORDER BY date"). format(sql.Identifier(greek), sql.Identifier(greek))) with db.cursor() as c: |