diff options
| -rw-r--r-- | python/process_queue.py | 22 |
1 files changed, 9 insertions, 13 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 8c37fbc4..1e5abe0b 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -355,11 +355,13 @@ def get_bbg_data( "FLT_SPREAD", "CPN", "CPN_TYP", - "STRUCTURED_NOTE_CPN_FORMULA", "CPN_FREQ", "FIRST_CPN_DT", "MTG_PAY_DELAY", "DAY_CNT_DES", + "NOMINAL_PAYMENT_DAY", + "ISSUE_DT", + "RESET_IDX", ] cusip_or_isin = cusip or isin @@ -401,10 +403,10 @@ def get_bbg_data( "asset_class", "start_accrued_date", "issuer", - "coupon_formula", - "coupon_cap", - "coupon_floor", + "reset_index", "coupon_type", + "payment_day", + "issue_date", ] placeholders = ",".join(["%s"] * len(sql_fields)) columns = ",".join(sql_fields) @@ -420,14 +422,6 @@ def get_bbg_data( day_count = m.group(0) if isinstance(pay_delay, str): pay_delay = int(pay_delay.split(" ")[0]) - cpn_formula = bbg_data.get("STRUCTURED_NOTE_CPN_FORMULA") - if cpn_formula is not None: - t = cpn_formula.loc[0] - t = ( - t["Coupon Formula"], - float(t["Coupon Floor"]) if t["Coupon Floor"] else None, - float(t["Coupon Cap"]) if t["Coupon Cap"] else None, - ) with conn.cursor() as c: c.execute( sqlstr, @@ -450,8 +444,10 @@ def get_bbg_data( asset_class, bbg_data.get("START_ACC_DT") or bbg_data.get("PREV_CPN_DT"), bbg_data["ISSUER"], + bbg_data.get("RESET_IDX"), bbg_data["CPN_TYP"], - *t, + bbg_data["NOMINAL_PAYMENT_DAY"], + bbg_data["ISSUE_DT"], ), ) conn.commit() |