aboutsummaryrefslogtreecommitdiffstats
path: root/python
diff options
context:
space:
mode:
Diffstat (limited to 'python')
-rw-r--r--python/headers.py1
-rw-r--r--python/notebooks/swaption_risk.ipynb2
-rw-r--r--python/risk_insight/views.py2
3 files changed, 3 insertions, 2 deletions
diff --git a/python/headers.py b/python/headers.py
index 0c96f759..53c0cfca 100644
--- a/python/headers.py
+++ b/python/headers.py
@@ -9,6 +9,7 @@ class DealType(Enum):
Termination = "TERM"
Spot = "SPOT"
FxSwap = "FXSWAP"
+ Fx = "FX"
HEADERS_PRE = [
diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb
index 9e4cc89c..0e2e52da 100644
--- a/python/notebooks/swaption_risk.ipynb
+++ b/python/notebooks/swaption_risk.ipynb
@@ -217,7 +217,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
- "version": "3.10.2"
+ "version": "3.10.4"
}
},
"nbformat": 4,
diff --git a/python/risk_insight/views.py b/python/risk_insight/views.py
index 70bbed2e..28e85cfc 100644
--- a/python/risk_insight/views.py
+++ b/python/risk_insight/views.py
@@ -113,7 +113,7 @@ def tranches():
@app.route("/indices.html")
def indices():
- return render_template("indices.html", series=[9, 10, 11, 13] + list(range(16, 38)))
+ return render_template("indices.html", series=[9, 10, 11, 13] + list(range(16, 39)))
@app.route("/")