diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/swaptions.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/risk/swaptions.py b/python/risk/swaptions.py index 9e5290d3..94efc796 100644 --- a/python/risk/swaptions.py +++ b/python/risk/swaptions.py @@ -53,13 +53,15 @@ def get_swaption_portfolio(date, conn, **kwargs): ot.lower(), "Long" if direction else "Short", notional, + tid, ) - for expiry, strike, ot, direction, notional in zip( + for expiry, strike, ot, direction, notional, tid in zip( row.expiries, row.strikes, row.option_types, row.buysells, row.notionals, + row.ids, ) ] ) |