diff options
Diffstat (limited to 'python/notebooks/swaption_risk.ipynb')
| -rw-r--r-- | python/notebooks/swaption_risk.ipynb | 11 |
1 files changed, 6 insertions, 5 deletions
diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb index 2e4125e5..399e8cc8 100644 --- a/python/notebooks/swaption_risk.ipynb +++ b/python/notebooks/swaption_risk.ipynb @@ -63,10 +63,10 @@ "source": [ "from risk.swaptions import get_swaption_portfolio\n", "import datetime\n", - "from serenitas.analytics import init_ontr\n", + "from serenitas.analytics.base import Trade\n", "from serenitas.utils.db2 import dawn_pool\n", "value_date = datetime.date.today()\n", - "init_ontr(value_date)" + "Trade.init_ontr(value_date)" ] }, { @@ -101,9 +101,10 @@ "metadata": {}, "outputs": [], "source": [ - "hedges = pd.read_sql_query(\"SELECT security_desc, notional FROM list_cds_positions_by_strat(%s, %s) \"\n", - " \"WHERE folder in ('IGOPTDEL', 'HYOPTDEL')\",\n", - " conn, params=(value_date, fund))" + "with dawn_pool.connection() as conn:\n", + " hedges = pd.read_sql_query(\"SELECT security_desc, notional FROM list_cds_positions_by_strat(%s, %s) \"\n", + " \"WHERE folder in ('IGOPTDEL', 'HYOPTDEL')\",\n", + " conn, params=(value_date, fund))" ] }, { |