diff options
Diffstat (limited to 'python/notebooks/Curve Trades.ipynb')
| -rw-r--r-- | python/notebooks/Curve Trades.ipynb | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb index 01669aae..a6ae0b7e 100644 --- a/python/notebooks/Curve Trades.ipynb +++ b/python/notebooks/Curve Trades.ipynb @@ -231,7 +231,7 @@ "curve_positions = ct.curve_pos(report_date, index)\n", "df = ct.pos_pnl_abs(curve_positions, report_date)\n", "navs = go.get_net_navs()\n", - "df_plot = df.pnl/navs.loc['2018-03-31'].endbooknav" + "df_plot = df.pnl/navs.iloc[-1].endbooknav" ] }, { @@ -268,7 +268,7 @@ "outputs": [], "source": [ "scen_table = ct.curve_scen_table(curve_positions)\n", - "scen_table.pnl = scen_table.pnl/navs.loc['2018-03-31'].endbooknav *100\n", + "scen_table.pnl = scen_table.pnl/navs.iloc[-1].endbooknav *100\n", "scen_table.pivot(index='tighter', columns='wider')" ] }, |