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Diffstat (limited to 'python/analytics/tranche_basket.py')
| -rw-r--r-- | python/analytics/tranche_basket.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/analytics/tranche_basket.py b/python/analytics/tranche_basket.py index 0e431173..53303cc6 100644 --- a/python/analytics/tranche_basket.py +++ b/python/analytics/tranche_basket.py @@ -178,7 +178,8 @@ class DualCorrTranche: "WHERE redindexcode=%s AND maturity = %s", (redcode, maturity), ) - index_type, series, tenor = c.fetchone() + index_type, series, tenor = c.fetchone() + serenitas_pool.putconn(conn) self._index = BasketIndex(index_type, series, [tenor], value_date=value_date) self.index_type = index_type |