diff options
Diffstat (limited to 'python/risk/bonds.py')
| -rw-r--r-- | python/risk/bonds.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/risk/bonds.py b/python/risk/bonds.py index 28d823cc..d9824798 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -5,8 +5,6 @@ import datetime from enum import Enum, auto from serenitas.analytics.yieldcurve import YC -from serenitas.analytics.index import CreditIndex -from serenitas.analytics.base import Trade class AssetClass(Enum): @@ -99,7 +97,7 @@ def subprime_risk(date, conn, engine, model_date=None, fund="SERCGMAST"): df_zero = get_df(model_date, engine, zero_factor=True) df.loc[df_zero.index] = df_zero df_pos = get_portfolio(date, conn, AssetClass.Subprime, fund) - df_pv = df.xs("pv", axis=1, level=0) + df_pv = df.xs("pv", axis=1, level=0).astype("float") df_pv.columns = ["pv1", "pv2", "pv3"] df_pv_perct = df.xs("PV", axis=1, level=0) df_pv_perct.columns = ["pv5", "pv25", "pv50", "pv75", "pv95"] |