diff options
Diffstat (limited to 'python/risk/portfolio.py')
| -rw-r--r-- | python/risk/portfolio.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/risk/portfolio.py b/python/risk/portfolio.py index 3940266a..8f438287 100644 --- a/python/risk/portfolio.py +++ b/python/risk/portfolio.py @@ -79,7 +79,7 @@ def build_portfolio(position_date, value_date, fund="SERCGMAST"): # Add the bond proxies to the portfolio only for name, pos in gen_bond_proxies(position_date, fund, conn).items(): portf.add_trade( - hy_equiv_trade(value_date, pos.hy_equiv.sum()), (name, name) + hy_equiv_trade(value_date, -pos.hy_equiv.sum()), (name, name) ) for p in [portf, syn_portf]: |