diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/pnl_explain.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index 036bee7e..312b9676 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -99,7 +99,7 @@ def get_swaption_pv( c.execute( "SELECT notional * price/100 * (CASE WHEN buysell THEN -1. ELSE 1. END) " "FROM swaptions WHERE trade_date=%s " - "AND folder NOT IN ('STEEP', 'HEDGE_MAC') " + "AND folder NOT IN ('STEEP', 'HEDGE_MAC', 'DV01') " "AND fund=%s", (prev_day, fund), ) |