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-rw-r--r--python/pnl_explain.py4
1 files changed, 2 insertions, 2 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py
index 1df6983b..18c4c5fc 100644
--- a/python/pnl_explain.py
+++ b/python/pnl_explain.py
@@ -159,7 +159,7 @@ def get_tranche_pv(
# add terminations
with conn.cursor() as c:
c.execute(
- "SELECT termination_fee, currency "
+ "SELECT termination_fee, cds.currency "
"FROM terminations JOIN cds USING (dealid) "
"WHERE termination_date=%s AND dealid LIKE 'SCCDS%%' AND fund=%s",
(prev_day, fund),
@@ -233,7 +233,7 @@ def get_tranche_pv2(
df = df[["clean_nav", "accrued"]]
with conn.cursor() as c:
c.execute(
- "SELECT termination_date AS date, cds.id, folder, currency, "
+ "SELECT termination_date AS date, cds.id, folder, cds.currency, "
"termination_fee AS principal "
"FROM terminations "
"JOIN cds USING (dealid) "