diff options
Diffstat (limited to 'python/analytics/index.py')
| -rw-r--r-- | python/analytics/index.py | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/python/analytics/index.py b/python/analytics/index.py index 13aa32ea..d30868ca 100644 --- a/python/analytics/index.py +++ b/python/analytics/index.py @@ -136,7 +136,7 @@ class CreditIndex(CreditDefaultSwap): if tenor.endswith("R"): tenor = tenor[:-1] if index_type in ("IG", "HY"): - self.name = "CDX {} CDSI S{} {}".format(index_type, series, tenor) + self.name = f"CDX {index_type} CDSI S{series} {tenor}" elif index_type == "EU": self.name = f"ITRX EUR CDSI S{series} {tenor}" elif index_type == "XO": @@ -225,7 +225,11 @@ class CreditIndex(CreditDefaultSwap): ), ) try: - (self.price,) = run.fetchone() + date, price, spread = run.fetchone() + if spread is not None: + self.spread = spread + else: + self.price = price except TypeError: raise MissingDataError( f"No quote for {self.index_type}{self.series} V{self.version} {self.tenor} on {self.value_date}" |