diff options
| -rw-r--r-- | python/analytics/index_data.py | 7 |
1 files changed, 7 insertions, 0 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 17967f6e..13e6c7b6 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -266,6 +266,13 @@ def get_singlenames_curves_prebuilt(conn, index_type, series, trade_date): return r +def load_all_curves(conn, trade_date): + with conn.cursor() as c: + c.execute("SELECT curve FROM cds_curves WHERE date=%s", (trade_date,)) + r = [SpreadCurve.from_bytes(b, True) for (b,) in c] + return pd.Series(r, index=[c.full_ticker for c in r]) + + def get_tranche_quotes( index_type, series, tenor, date=datetime.date.today(), source="Serenitas" ): |