diff options
Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/position.py b/python/position.py index 45dcecad..02499164 100644 --- a/python/position.py +++ b/python/position.py @@ -230,7 +230,7 @@ def update_swaption_vol( match vol_type: case "N": db_vol_type = "Normal" - ticker_pattern = "USSV{:0>2}{} {} Curncy" + ticker_pattern = "USSN{:0>2}{} {} Curncy" case "V": db_vol_type = "LogNormal" ticker_pattern = "USSV{:0>2}{} {} Curncy" @@ -283,8 +283,8 @@ def update_cash_rates(conn, session, start_date: datetime.date = None): "FEDL01 Index": "FED_FUND", "US0001M Index": "1M_LIBOR", "US0003M Index": "3M_LIBOR", - "SOFRRATE Index": "SOFR_RATE", - "SOFRINDX Index": "SOFR_INDEX", + "SOFRRATE Index": "SOFRRATE", + "SOFRINDX Index": "SOFRINDX", } if start_date is None: data = retrieve_data( |