diff options
Diffstat (limited to 'python/globeop_reports.py')
| -rw-r--r-- | python/globeop_reports.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/globeop_reports.py b/python/globeop_reports.py index feaeb18c..e656ae5f 100644 --- a/python/globeop_reports.py +++ b/python/globeop_reports.py @@ -135,7 +135,7 @@ def get_rmbs_pos_df(date=None): for d, g in df.groupby(pd.Grouper(freq='M')): model_date = pd.to_datetime(timestamps[timestamps.timestamp <= d + DateOffset(days=1)].max()[0]).date() yc.link_to(YC(evaluation_date=model_date)) - libor = libor1m.fixing(libor1.fixing_calendar.adjust(Date.from_datetime(d))) + libor = libor1m.fixing(libor1m.fixing_calendar.adjust(Date.from_datetime(d))) sql_string = ("SELECT date(timestamp) as timestamp, cusip, model_version, " "pv, moddur, delta_yield, delta_ir " "FROM priced where date(timestamp) = %s " |