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Diffstat (limited to 'python/analytics/scenarios.py')
| -rw-r--r-- | python/analytics/scenarios.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/analytics/scenarios.py b/python/analytics/scenarios.py index 99058bdc..ffd15967 100644 --- a/python/analytics/scenarios.py +++ b/python/analytics/scenarios.py @@ -155,6 +155,7 @@ def run_portfolio_scenarios(portf, date_range, params=["pnl"], **kwargs): portf = deepcopy(portf) for date in date_range: portf.value_date = date.date() + portf.reset_pv() d[date] = join_dfs(portf.shock(params, **kwargs)) return pd.concat(d, names=["date"] + d[date].index.names) |