diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/scenarios.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/scenarios.py b/python/analytics/scenarios.py index ab0cdde3..2169df46 100644 --- a/python/analytics/scenarios.py +++ b/python/analytics/scenarios.py @@ -62,8 +62,8 @@ def _aux(portf, curr_vols, params, vs): def MaybePool(nproc): yield Pool(nproc) if nproc > 0 else None -def run_portfolio_scenarios_multiproc(portf, date_range, spread_shock, vol_shock, - vol_surface, params=["pnl"], nproc=-1): +def run_portfolio_scenarios(portf, date_range, spread_shock, vol_shock, + vol_surface, params=["pnl"], nproc=-1): """computes the pnl of a portfolio for a range of scenarios Parameters |