diff options
| -rw-r--r-- | python/analytics/utils.py | 6 |
1 files changed, 2 insertions, 4 deletions
diff --git a/python/analytics/utils.py b/python/analytics/utils.py index 89e2f4a7..0e014cff 100644 --- a/python/analytics/utils.py +++ b/python/analytics/utils.py @@ -205,12 +205,10 @@ def get_external_nav(engine, trade_id, value_date=None, trade_type="swaptions"): "END" ) elif trade_type == "cds": - upfront_query = ( - "CASE WHEN date < upfront_settle_date " "THEN upfront ELSE 0. " "END" - ) + upfront_query = "CASE WHEN date < upfront_settle_date THEN upfront ELSE 0. END" query = ( "SELECT date, " - "nav, " + "base_nav, " f"({upfront_query}) AS upfront FROM external_marks_deriv " f"LEFT JOIN {trade_type} " "ON cpty_id = identifier WHERE id=%s " |