diff options
| -rw-r--r-- | python/position_file_bowdst.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/position_file_bowdst.py b/python/position_file_bowdst.py index 0a968a40..2e0f9084 100644 --- a/python/position_file_bowdst.py +++ b/python/position_file_bowdst.py @@ -128,7 +128,7 @@ with dawndb.cursor() as c: process_upload(trades, "bond") c.execute( - "SELECT trb.trade_id, trb.serenitas_clean_nav + trb.serenitas_accrued as mtm, trb.notional as active_notional, cds.* FROM tranche_risk_bowdst trb left join cds on trade_id=id WHERE date=%s", + "SELECT trb.trade_id, trb.serenitas_clean_nav + trb.serenitas_accrued as mtm, trb.notional * trb.tranche_factor as active_notional, cds.* FROM tranche_risk_bowdst trb left join cds on trade_id=id WHERE date=%s", (date,), ) otc_trades = [] |