diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/tranches.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/risk/tranches.py b/python/risk/tranches.py index d5373183..66605d09 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -4,7 +4,7 @@ import logging logger = logging.getLogger(__name__) -def get_tranche_portfolio(date, conn, by_strat=False, fund="SERCGMAST"): +def get_tranche_portfolio(date, conn, by_strat=False, fund="SERCGMAST", **kwargs): if by_strat: sql_string = "SELECT * from list_tranche_positions_by_strat(%s, %s)" params = (date, fund) @@ -42,7 +42,7 @@ def get_tranche_portfolio(date, conn, by_strat=False, fund="SERCGMAST"): [DualCorrTranche.from_tradeid(dealid) for _, dealid in trade_ids], trade_ids ) portf.value_date = date - portf.mark() + portf.mark(**kwargs) return portf |