diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 9 |
1 files changed, 7 insertions, 2 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 390f68aa..4669b864 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -1,7 +1,5 @@ import os -os.environ["SERENITAS_APP_NAME"] = "risk" - import serenitas.analytics import argparse import datetime @@ -12,9 +10,13 @@ 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 .swaptions import get_swaption_portfolio, insert_swaption_portfolio from .tranches import get_tranche_portfolio, insert_tranche_portfolio +os.environ["SERENITAS_APP_NAME"] = "risk" + parser = argparse.ArgumentParser() parser.add_argument( "cob", @@ -45,6 +47,9 @@ 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) + with dbconn("etdb") as etconn, dawn_pool.connection() as dawnconn: subprime = subprime_risk(workdate, dawnconn, mysql_engine) |