diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/portfolio.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/risk/portfolio.py b/python/risk/portfolio.py index 63e1898a..b0a69056 100644 --- a/python/risk/portfolio.py +++ b/python/risk/portfolio.py @@ -39,7 +39,8 @@ def build_portfolio(position_date, value_date=None, fund="SERCGMAST"): Trade.init_ontr(value_date) with dawn_pool.connection() as conn: portf = get_tranche_portfolio(position_date, conn, False, fund) - swaption_portf = get_swaption_portfolio(position_date, conn, fund) + swaption_portf = get_swaption_portfolio(position_date, conn, fund=fund) + swaption_portf.trade_ids = [tid[:-1] for tid in swaption_portf.trade_ids] portf += swaption_portf curve_portf = get_index_portfolio( |