diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/risk/tranches.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/risk/tranches.py b/python/risk/tranches.py index c5352ba5..ae22a735 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -237,7 +237,7 @@ def insert_tranche_risk(portf, conn): * 10000, float(trade._index.duration()), trade.hy_equiv, - trade.irdv01, + trade.IRDV01, trade._index.factor, ), ) |