diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/python/position.py b/python/position.py index 9e00d259..751359c5 100644 --- a/python/position.py +++ b/python/position.py @@ -395,18 +395,20 @@ if __name__ == "__main__": @bbg_retry(2) def bbg_call(session, dawn_conn, serenitas_conn, workdate): - update_securities(dawn_conn, session, args.workdate) + update_securities(dawn_conn, session, workdate) populate_cashflow_history( dawn_conn, session, - args.workdate, + workdate, ("SERCGMAST", "BRINKER", "BOWDST"), ) update_fx(dawn_conn, session, ["EURUSD", "CADUSD"]) update_swap_rates(serenitas_conn, session) update_cash_rates(serenitas_conn, session) for vol_type in ["N", "V", "N_OIS"]: - update_swaption_vol(serenitas_conn, session, vol_type=vol_type) + update_swaption_vol( + serenitas_conn, session, start_from=workdate, vol_type=vol_type + ) with ( serenitas_pool.connection() as serenitas_conn, |