diff options
| -rw-r--r-- | python/mtm_status.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/mtm_status.py b/python/mtm_status.py index 6032f424..b6448388 100644 --- a/python/mtm_status.py +++ b/python/mtm_status.py @@ -43,7 +43,9 @@ def run(conn, date): except UniqueViolation: conn.rollback() else: - if (row.SwapType == "NEW") and (row.BrokerId != "BNPBNY") and cpty_id: + if (row.SwapType == "NEW") and cpty_id: + if row.BrokerId == "BNPBNY": + cpty_id = cpty_id.replace("BNPP", "19000") if row.ProductType == "CDISW": c.execute( "UPDATE swaptions SET cpty_id = %s WHERE dealid = %s", |