diff options
| -rw-r--r-- | python/markit/rates.py | 2 | ||||
| -rw-r--r-- | python/tests/test_cds.py | 2 | ||||
| -rw-r--r-- | sql/serenitasdb.sql | 12 |
3 files changed, 8 insertions, 8 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 459b1cba..858b0185 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -88,7 +88,7 @@ def downloadMarkitIRData( values = sql.SQL(", ").join( sql.Placeholder() * (len(instruments) + 1) ) # +1 for effective_date - table_name = sql.SQL(f"{currency}_{'OIS_' if ois_flag else ''}rates".lower()) + table_name = sql.SQL(f"{currency}_{'OIS_' if ois_flag else ''}rates") insert_str = sql.SQL( "INSERT INTO {}(effective_date, {}) VALUES({}) " "ON CONFLICT DO NOTHING" ).format(table_name, names, values) diff --git a/python/tests/test_cds.py b/python/tests/test_cds.py index bffe0c60..fb1c9b5b 100644 --- a/python/tests/test_cds.py +++ b/python/tests/test_cds.py @@ -19,7 +19,7 @@ class TestUpfront(unittest.TestCase): self.assertAlmostEqual(-self.index.pv, 685292.81, 2) def test_cdsone(self): - jp_yc = get_curve(self.index.value_date) + jp_yc = get_curve(self.index.value_date, "USD") fee_dirty = self.index.notional * ( upfront_charge( self.index.value_date, diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index d32676ad..46776eef 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -858,7 +858,7 @@ END; $$ LANGUAGE plpgsql;
-CREATE TABLE USD_rates(
+CREATE TABLE "USD_rates"(
effective_date date PRIMARY KEY,
"1M" real,
"2M" real,
@@ -881,7 +881,7 @@ CREATE TABLE USD_rates( "25Y" real,
"30Y" real);
-CREATE TABLE USD_OIS_rates(
+CREATE TABLE "USD_OIS_rates"(
effective_date date PRIMARY KEY,
"1M" real,
"2M" real,
@@ -903,7 +903,7 @@ CREATE TABLE USD_OIS_rates( "25Y" real,
"30Y" real);
-CREATE TABLE EUR_rates(
+CREATE TABLE "EUR_rates"(
effective_date date PRIMARY KEY,
"1M" real,
"2M" real,
@@ -926,7 +926,7 @@ CREATE TABLE EUR_rates( "25Y" real,
"30Y" real);
-CREATE TABLE EUR_OIS_rates(
+CREATE TABLE "EUR_OIS_rates"(
effective_date date PRIMARY KEY,
"1M" real,
"2M" real,
@@ -948,7 +948,7 @@ CREATE TABLE EUR_OIS_rates( "25Y" real,
"30Y" real);
-CREATE TABLE JPY_rates(
+CREATE TABLE "JPY_rates"(
effective_date date PRIMARY KEY,
"1M" real,
"2M" real,
@@ -971,7 +971,7 @@ CREATE TABLE JPY_rates( "25Y" real,
"30Y" real);
-CREATE TABLE JPY_OIS_rates(
+CREATE TABLE "JPY_OIS_rates"(
effective_date date PRIMARY KEY,
"1M" real,
"2M" real,
|