diff options
Diffstat (limited to 'python/risk/portfolio.py')
| -rw-r--r-- | python/risk/portfolio.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/risk/portfolio.py b/python/risk/portfolio.py index fb863e85..2f4fb538 100644 --- a/python/risk/portfolio.py +++ b/python/risk/portfolio.py @@ -49,9 +49,9 @@ def build_portfolio(position_date, value_date=None, fund="SERCGMAST"): syn_portf += curve_portf + nocurve_portf # get bond risks: - rmbs_pos = subprime_risk(position_date, conn, dbengine("rmbs_model"),) + rmbs_pos = subprime_risk(position_date, conn, dbengine("rmbs_model"), fund=fund) crt_pos = crt_risk( - position_date, conn, dbengine("crt"), model_version="hpi5_ir3_btm" + position_date, conn, dbengine("crt"), fund=fund, model_version="hpi5_ir3_btm" ) # CRT model version changes with time, need to check rmbs_notional = ( @@ -62,7 +62,7 @@ def build_portfolio(position_date, value_date=None, fund="SERCGMAST"): hy_equiv_trade(value_date, -rmbs_notional), ("rmbs_bonds", "rmbs_bonds") ) with dbconn("etdb") as etconn: - clo_pos = clo_risk(position_date, conn, etconn) + clo_pos = clo_risk(position_date, conn, etconn, fund=fund) if clo_pos is not None: portf.add_trade( |