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-rw-r--r--python/pnl_explain.py6
1 files changed, 5 insertions, 1 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py
index b874c82f..f32941b0 100644
--- a/python/pnl_explain.py
+++ b/python/pnl_explain.py
@@ -55,7 +55,11 @@ def get_index_pv(
def get_swaption_pv(
- start_date: datetime.date, end_date: datetime.date, conn: connection, **kwargs
+ start_date: datetime.date,
+ end_date: datetime.date,
+ fund: str,
+ conn: connection,
+ **kwargs
):
dr = pd.bdate_range(start_date, end_date, freq=bus_day)
pv = []