diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/risk/portfolio.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/risk/portfolio.py b/python/risk/portfolio.py index b0a69056..88e10f26 100644 --- a/python/risk/portfolio.py +++ b/python/risk/portfolio.py @@ -38,7 +38,7 @@ def build_portfolio(position_date, value_date=None, fund="SERCGMAST"): Trade.init_ontr(value_date) with dawn_pool.connection() as conn: - portf = get_tranche_portfolio(position_date, conn, False, fund) + portf = get_tranche_portfolio(position_date, conn, False, [fund]) swaption_portf = get_swaption_portfolio(position_date, conn, fund=fund) swaption_portf.trade_ids = [tid[:-1] for tid in swaption_portf.trade_ids] portf += swaption_portf |