diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/pnl_explain.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index 49a699f0..b143bca7 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -211,6 +211,7 @@ def get_tranche_pv2( def get_pv(**kwargs): + kwargs.pop("bond_type") if kwargs.pop("pnl_type") == "swaption": return get_swaption_pv(**kwargs) else: @@ -354,7 +355,7 @@ if __name__ == "__main__": if args.bond_type is None: bonds = ["Subprime", "CLO", "CRT"] else: - bonds = [args.bond_type] + bonds = args.bond_type.split(",") for asset_class in bonds: for s, e in zip(dates.shift(-1), dates): df_bond = df_bond.append( |