diff options
Diffstat (limited to 'python/report_ops/utils.py')
| -rw-r--r-- | python/report_ops/utils.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/report_ops/utils.py b/python/report_ops/utils.py index 663ece63..bf9ed3d9 100644 --- a/python/report_ops/utils.py +++ b/python/report_ops/utils.py @@ -64,7 +64,7 @@ def check_cleared_cds(date, fund, conn): _tolerance = {"IG": 0.10, "HY": 0.20, "EU": 0.20, "XO": 0.30} with conn.cursor() as c: c.execute( - "SELECT * FROM list_cds_marks(%s, NULL, %s), fx WHERE date=%s AND abs((notional*factor) - globeop_nav) < 100;", + "SELECT * FROM list_cds_marks(%s, NULL, %s), fx WHERE date=%s AND abs((notional*factor) - globeop_notional) < 100;", (date, fund, date), ) for row in c: |