diff options
| -rw-r--r-- | python/load_intex_collateral.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/load_intex_collateral.py b/python/load_intex_collateral.py index 416b4561..b1b18e8f 100644 --- a/python/load_intex_collateral.py +++ b/python/load_intex_collateral.py @@ -72,6 +72,8 @@ def upload_data(dealnames, workdate, conn, cursor): for field in ['Spread', 'Gross Coupon', 'Market Price', 'Contributed Balance']: if line[field]: line[field] = sanitize_float(line[field]) + if line['Market Price'] is not None and line['Market Price'] == 0 and line['Market Price Source'] =='': + line['Market Price'] = None #we store the Libor FLoor in the database, so Life Floor is really Libor Floor if line['Life Floor'] == "No limit": line['Life Floor'] = 0 |