diff options
Diffstat (limited to 'python/analytics/option.py')
| -rw-r--r-- | python/analytics/option.py | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/python/analytics/option.py b/python/analytics/option.py index 4617cdc7..12875221 100644 --- a/python/analytics/option.py +++ b/python/analytics/option.py @@ -453,7 +453,7 @@ class QuoteSurface(): "JOIN swaption_ref_quotes USING (ref_id)" \ "WHERE quotedate::date = %s AND index= %s AND series = %s " \ "AND quote_source != 'SG' " \ - "ORDER BY quotedate DESC", + "ORDER BY quotedate", _engine, parse_dates=['quotedate', 'expiry'], params=(value_date, index_type.upper(), series)) @@ -570,8 +570,7 @@ class ModelBasedVolSurface(VolSurface): """returns list of vol surfaces""" l = super().list(source) if option_type is None: - return list(chain((e + ("payer",) for e in l), - (e + ("receiver",) for e in l))) + return list(chain(*([(e + ("payer",)), (e + ("receiver",))] for e in l))) else: return [e + (option_type,) for e in l] |