diff options
Diffstat (limited to 'python/risk')
| -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 5996fbd0..63e1898a 100644 --- a/python/risk/portfolio.py +++ b/python/risk/portfolio.py @@ -72,7 +72,7 @@ def build_portfolio(position_date, value_date=None, fund="SERCGMAST"): # get bond risks: rmbs_pos = subprime_risk(position_date, conn, dbengine("rmbs_model"), fund=fund) - crt_pos = crt_risk(position_date, conn, dbengine("crt"), fund=fund) + crt_pos = crt_risk(position_date, conn, fund=fund) portf.add_trade( hy_equiv_trade(value_date, -rmbs_pos.get("hy_equiv", np.zeros(1)).sum()), ("rmbs_bonds", "rmbs_bonds"), |