diff options
| -rw-r--r-- | python/Dawn/models.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 3e472d7a..d528457e 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -1,7 +1,7 @@ from flask_wtf import FlaskForm from flask_wtf.file import FileField -from pandas.tseries.offsets import CustomBusinessDay +from pandas.tseries.offsets import CustomBusinessDay, BDay from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday from pyisda.date import previous_twentieth @@ -358,7 +358,7 @@ class CDSDeal(db.Model): security_desc = db.Column(db.String(32), nullable=False) upfront = db.Column(db.Float) upfront_settle_date = db.Column( - db.Date, nullable=False, default=lambda: datetime.date.today() + bus_day + db.Date, nullable=False, default=lambda: datetime.date.today() + BDay() ) initial_margin_percentage = db.Column(db.Float) swap_type = db.Column(SWAP_TYPE, nullable=False) |