diff options
Diffstat (limited to 'python/risk/bonds.py')
| -rw-r--r-- | python/risk/bonds.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/risk/bonds.py b/python/risk/bonds.py index f78c28ef..e14f45ed 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -258,7 +258,7 @@ def clo_risk(date, dawn_conn, et_conn, fund="SERCGMAST"): yc = jp_to_ql(get_curve(date, "USD")) df = get_portfolio(date, dawn_conn, AssetClass.CLO, fund) if df.empty: - return None + return pd.DataFrame({"hy_equiv": [0.0]}) placeholders = ",".join(["%s"] * df.shape[0]) sql_string = f"SELECT * FROM historical_tranche_risk(%s, {placeholders})" model = pd.read_sql_query( |