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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 d349b77b..ee8e2b4a 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -89,7 +89,7 @@ def get_swaption_pv( "SELECT termination_fee " "FROM terminations JOIN swaptions USING (dealid) " "WHERE termination_date=%s AND dealid LIKE 'SWPTN%%' " - "AND folder NOT IN ('STEEP', 'HEDGE_MAC') AND fund = %s", + "AND folder NOT IN ('STEEP', 'HEDGE_MAC', 'DV01') AND fund = %s", (prev_day, fund), ) for (fee,) in c: |