diff options
Diffstat (limited to 'python/risk/__main__.py')
| -rw-r--r-- | python/risk/__main__.py | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 49a85eca..3ef61be6 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -4,6 +4,7 @@ from . import dbconn, dbengine from pandas.tseries.offsets import BDay from .bonds import subprime_risk, clo_risk, crt_risk, insert_subprime_risk from analytics import init_ontr +from .indices import insert_curve_risk from .swaptions import get_swaption_portfolio, insert_swaption_portfolio from .tranches import get_tranche_portfolio, insert_tranche_portfolio @@ -29,6 +30,8 @@ with dbconn("dawndb") as conn: insert_swaption_portfolio(portf, conn) portf = get_tranche_portfolio(workdate, conn) insert_tranche_portfolio(portf, conn) + insert_curve_risk(d, conn, ("SER_IGCURVE", "SER_ITRXCURVE")) + with dbconn("etdb") as etconn, dbconn("dawndb") as dawnconn: subprime = subprime_risk(workdate, dawnconn, mysql_engine) |