diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/tranches.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/risk/tranches.py b/python/risk/tranches.py index bb3bf4f8..41a5da5f 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -70,6 +70,7 @@ def insert_tranche_portfolio(portf, conn): "index_duration", "hy_equiv", "ir_dv01", + "index_factor", ] update_str = ",".join(f"{c} = EXCLUDED.{c}" for c in cols[2:]) sql_str = ( @@ -121,6 +122,7 @@ def insert_tranche_portfolio(portf, conn): float(trade._index.duration()), trade.hy_equiv, trade.irdv01, + trade._index.factor, ), ) conn.commit() |