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Diffstat (limited to 'python/risk/indices.py')
| -rw-r--r-- | python/risk/indices.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/risk/indices.py b/python/risk/indices.py index 50aebe66..0328f180 100644 --- a/python/risk/indices.py +++ b/python/risk/indices.py @@ -36,6 +36,7 @@ def get_index_portfolio( maturity=rec.maturity, notional=rec.notional, value_date=d, + freeze_version=True, ) for rec in c if rec.redcode not in exclude_redcode |