diff options
Diffstat (limited to 'python/pnl_explain.py')
| -rw-r--r-- | python/pnl_explain.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index cb10516d..00a7805b 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -81,7 +81,7 @@ def get_swaption_pv( dates = [] for d in dr: prev_day = (d - bus_day).date() - portf = get_swaption_portfolio(prev_day, conn, fund, **kwargs) + portf = get_swaption_portfolio(prev_day, conn, fund, "OPTIONS", **kwargs) nav = 0.0 # add terminations with conn.cursor() as c: |