diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/position.py b/python/position.py index 108f1bc4..c88e030c 100644 --- a/python/position.py +++ b/python/position.py @@ -419,7 +419,7 @@ def update_hyg_vol(conn, session, start_date: datetime.date = None): conn.commit() -def update_hyg_vol_surface(conn, session, start_date: datetime.date = None): +def update_hyg_option_quotes(conn, session, start_date: datetime.date = None): # year = 2023 # months = [3, 4, 5] # expiries = [nth_weekday(3, Wednesday, m, year) for m in months] @@ -496,6 +496,7 @@ if __name__ == "__main__": serenitas_conn, session, start_date=prev_business_day(workdate, 2) ) update_cash_rates(serenitas_conn, session, prev_business_day(workdate)) + update_hyg_option_quotes(serenitas_conn, session, workdate) update_hyg_vol(serenitas_conn, session, workdate) for vol_type in ["N", "V", "N_OIS"]: update_swaption_vol( |