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Diffstat (limited to 'python/risk/tranches.py')
| -rw-r--r-- | python/risk/tranches.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/risk/tranches.py b/python/risk/tranches.py index 0f4292c4..6c7ea1e4 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -25,6 +25,7 @@ def get_tranche_portfolio(date, conn, by_strat=False, fund="SERCGMAST", **kwargs detach=t.orig_detach, corr_attach=None, corr_detach=None, + value_date=t.trade_date, ) for t in trade_ids ] |