diff options
Diffstat (limited to 'python/risk')
| -rw-r--r-- | python/risk/__main__.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/risk/__main__.py b/python/risk/__main__.py index 0b9f856c..e609221d 100644 --- a/python/risk/__main__.py +++ b/python/risk/__main__.py @@ -27,8 +27,9 @@ mysqlcrt_engine = dbengine("crt") with dbconn("dawndb") as conn: portf = get_swaption_portfolio(workdate, conn, source_list=["GS"]) insert_swaption_portfolio(portf, conn) - portf = get_tranche_portfolio(workdate, conn) - insert_tranche_portfolio(portf, conn) + for fund in ("SERCGMAST", "BOWDST"): + portf = get_tranche_portfolio(workdate, conn, fund=fund) + insert_tranche_portfolio(portf, conn) insert_curve_risk(workdate, conn, ("SER_IGCURVE", "SER_ITRXCURVE", "XCURVE")) |