diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/swaptions.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/risk/swaptions.py b/python/risk/swaptions.py index ea8dc676..3eb1dd54 100644 --- a/python/risk/swaptions.py +++ b/python/risk/swaptions.py @@ -9,7 +9,8 @@ logger = logging.getLogger(__name__) def get_swaption_portfolio(date, conn, **kwargs): with conn.cursor() as c: c.execute( - "SELECT id, folder, dealid FROM swaptions " + "SELECT swaptions.id, folder, dealid FROM swaptions " + "LEFT JOIN terminations USING (dealid) " "WHERE (termination_date is NULL or termination_date > %s) " "AND expiration_date > %s AND trade_date <= %s " "AND swap_type='CD_INDEX_OPTION' ORDER BY expiration_date, strike", |