diff options
Diffstat (limited to 'python/notebooks/swaption_risk.ipynb')
| -rw-r--r-- | python/notebooks/swaption_risk.ipynb | 7 |
1 files changed, 2 insertions, 5 deletions
diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb index a7810818..311b27a3 100644 --- a/python/notebooks/swaption_risk.ipynb +++ b/python/notebooks/swaption_risk.ipynb @@ -44,9 +44,6 @@ "cell_type": "code", "execution_count": null, "metadata": { - "jupyter": { - "source_hidden": true - }, "tags": [] }, "outputs": [], @@ -67,7 +64,7 @@ "metadata": {}, "outputs": [], "source": [ - "greeks = df.assign(Delta=lambda df: df.Delta * df.Notional, Gamma=lambda df: df.Gamma * df.Notional).groupby([\"Desc\", \"fund\"], group_keys=False)[\"Delta\", \"Gamma\"].sum()" + "greeks = df.assign(Delta=lambda df: df.Delta * df.Notional, Gamma=lambda df: df.Gamma * df.Notional).groupby([\"Desc\", \"fund\"], group_keys=False)[[\"Delta\", \"Gamma\"]].sum()" ] }, { @@ -107,7 +104,7 @@ "metadata": {}, "outputs": [], "source": [ - "portf.theta" + "portf._todf().groupby(level=0)[[\"Theta\"]].sum()" ] }, { |