diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/__main__.py | 5 | ||||
| -rw-r--r-- | python/report_ops/sma.py | 2 |
2 files changed, 5 insertions, 2 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index e270dc58..2f985c62 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -134,7 +134,10 @@ for fund in funds: "SELECT maturity_date, (fixed_rate /100)::NUMERIC(4, 4) as fixed_rate, float_index, currency, roll_day, notional, folder " "FROM list_ir_positions(%s, %s) ", dawn_engine, - params=(fund_mapping[fund], workdate), + params=( + workdate, + fund_mapping[fund], + ), index_col=["maturity_date", "fixed_rate", "roll_day", "float_index"], parse_dates=["maturity_date"], ) diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py index fd70ab04..cc720071 100644 --- a/python/report_ops/sma.py +++ b/python/report_ops/sma.py @@ -150,7 +150,7 @@ product_name_mapping = { "future": "Future", "tranche": "Credit Index Tranche", "cdx_swaption": "CD Swaption", - "irs": "IRS Swaption", + "irs": "Interest Rate Swap", "cdx": "Credit Index", } |