diff options
Diffstat (limited to 'python/analytics/utils.py')
| -rw-r--r-- | python/analytics/utils.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/utils.py b/python/analytics/utils.py index acfab1de..68edb125 100644 --- a/python/analytics/utils.py +++ b/python/analytics/utils.py @@ -172,8 +172,8 @@ def to_TDate(arr: np.ndarray): return arr.view("int") + 134774 -def get_external_nav(engine, trade_id, value_date=None, trade_type="swaption"): - if trade_type == "swaption": +def get_external_nav(engine, trade_id, value_date=None, trade_type="swaptions"): + if trade_type == "swaptions": upfront_query = ( "CASE when date < settle_date " "THEN price * notional/100 * (2 * buysell::integer - 1) " |