diff options
Diffstat (limited to 'python/notebooks')
| -rw-r--r-- | python/notebooks/swaption_risk.ipynb | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb index bb9cb4c2..e97269fa 100644 --- a/python/notebooks/swaption_risk.ipynb +++ b/python/notebooks/swaption_risk.ipynb @@ -41,6 +41,7 @@ "metadata": {}, "outputs": [], "source": [ + "df = portf._todf()\n", "positions = df.set_index(\"Index\")[[\"Delta\", \"Notional\"]].prod(axis=1).groupby(level=\"Index\").sum()\n", "positions.name = 'current_delta'" ] |