diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/risk/bonds.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/risk/bonds.py b/python/risk/bonds.py index c9dfbdea..c671ed8b 100644 --- a/python/risk/bonds.py +++ b/python/risk/bonds.py @@ -228,7 +228,7 @@ def get_portfolio(date, conn, asset_class: AssetClass, fund="SERCGMAST"): def crt_risk(date, dawn_conn, crt_engine, fund="SERCGMAST"): - hy_ontr = CreditIndex("HY", on_the_run("HY", date), "5yr", date) + hy_ontr = CreditIndex("HY", on_the_run("HY", date), "5yr", value_date=date) hy_ontr.mark() yc = YC(evaluation_date=date) df = get_portfolio(date, dawn_conn, AssetClass.CRT, fund) |