diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 11 |
1 files changed, 7 insertions, 4 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index a486c5f6..d8c956cc 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -10,8 +10,9 @@ from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk from serenitas.analytics.base import Trade from serenitas.analytics.dates import prev_business_day from .indices import insert_curve_risk -from .ir import insert_ir_portfolio -from serenitas.analytics.api import IRSwaption +from .ir_swap import insert_ir_swap_portfolio +from .ir_swaption import insert_ir_swaption_portfolio +from serenitas.analytics.api import IRSwaption, SofrSwap from .swaptions import get_swaption_portfolio, insert_swaption_portfolio from .tranches import get_tranche_portfolio, insert_tranche_portfolio @@ -47,8 +48,10 @@ with dawn_pool.connection() as conn: fund, ("SER_IGCURVE", "SER_ITRXCURVE", "XCURVE", "SER_HYCURVE"), ) - ir_portf = IRSwaption.get_portfolio(workdate, fund=fund) - insert_ir_portfolio(ir_portf, conn) + ir_swaption_portf = IRSwaption.get_portfolio(workdate, fund=fund) + insert_ir_swaption_portfolio(ir_swaption_portf, conn) + ir_swap_portf = SofrSwap.get_portfolio(workdate, fund=fund) + insert_ir_swap_portfolio(ir_swap_portf, conn) with dbconn("etdb") as etconn, dawn_pool.connection() as dawnconn: |