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 66605d09..c497f61d 100644 --- a/python/risk/tranches.py +++ b/python/risk/tranches.py @@ -90,7 +90,7 @@ def insert_tranche_portfolio(portf, conn): trade.value_date, trade_id, trade.clean_pv, - -trade._accrued * trade.notional * trade.tranche_factor, + trade.accrued, trade.duration, trade.delta, trade.gamma, |