diff options
Diffstat (limited to 'python/mark_swaptions.py')
| -rw-r--r-- | python/mark_swaptions.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/mark_swaptions.py b/python/mark_swaptions.py index ea7ee7d0..79f42dc4 100644 --- a/python/mark_swaptions.py +++ b/python/mark_swaptions.py @@ -13,7 +13,7 @@ logging.basicConfig(filename=os.path.join(os.getenv("LOG_DIR"), format='%(asctime)s %(message)s') -def get_swaption_portfolio(date, conn): +def get_swaption_portfolio(date, conn, **kwargs): with conn.cursor() as c: c.execute("SELECT id, dealid FROM swaptions " "WHERE (termination_date is NULL or termination_date > %s) " @@ -28,10 +28,10 @@ def get_swaption_portfolio(date, conn): portf.value_date = date for t in portf.trades: try: - t.mark(interp_method='bivariate_linear') + t.mark(interp_method='bivariate_linear', **kwargs) except Exception as e: logging.info(e) - t.mark(interp_method='bivariate_linear') + t.mark(interp_method='bivariate_linear', **kwargs) return portf |