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Diffstat (limited to 'python/position.py')
| -rw-r--r-- | python/position.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/position.py b/python/position.py index 6ad904c8..2f3d4473 100644 --- a/python/position.py +++ b/python/position.py @@ -440,7 +440,7 @@ if __name__ == "__main__": update_swap_rates( serenitas_conn, session, start_date=prev_business_day(workdate, 2) ) - update_cash_rates(serenitas_conn, session, workdate) + update_cash_rates(serenitas_conn, session, prev_business_day(workdate)) update_hyg_vol(serenitas_conn, session, workdate) for vol_type in ["N", "V", "N_OIS"]: update_swaption_vol( |