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| -rw-r--r-- | docs/credit_event.rst | 23 |
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diff --git a/docs/credit_event.rst b/docs/credit_event.rst new file mode 100644 index 00000000..8da308b3 --- /dev/null +++ b/docs/credit_event.rst @@ -0,0 +1,23 @@ +* enter the recovery into the ``defaulted`` table in serenitasdb. Recovery is published on + http://www.creditfixings.com. Check that the event date is correct on + https://www.cdsdeterminationscommittees.org + +* at T0 end of day we can set up the new indices and redcode with + ``` + python handle_default.py <company_id> <seniority> + ``` + + This should populate the index_version table with the new version and redcodes. + +* on T+1, we can generate new version quotes in order to run the pnl. + Import the ``new_version_quotes`` function from ``cds_rebook`` and call it with the appropriate + parameters. + +* on T+1, once GlobeOp does the rebooking. + + - We need to run ``cds_rebook.py``. Follow example of previous credit events and set + the new one under the ``if __name__ == "__main__":`` section. + - We need to insert new globeop ids. Call the insert_newids function with the appropriate + parameters (Need to set up a dataframe with column names: olds_ids and new_ids). + - For Bowdst, run the rebook function, and the send_csv email which will hopefully alert + them to do something. |