diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/ir.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/risk/ir.py b/python/risk/ir.py index a7dfde78..3864569e 100644 --- a/python/risk/ir.py +++ b/python/risk/ir.py @@ -10,8 +10,6 @@ def get_ir_portfolio(date, conn, fund="SERCGMAST", **kwargs): c.execute(sql_str, (date, fund)) trade_ids = [tid for (tid,) in c] - portf = Portfolio( - [IRSwaption.from_tradeid(tid, conn) for tid in trade_ids], trade_ids - ) + portf = Portfolio([IRSwaption.from_tradeid(tid) for tid in trade_ids], trade_ids) portf.value_date = date return portf |