diff options
Diffstat (limited to 'python/insert_tranche_quotes.py')
| -rw-r--r-- | python/insert_tranche_quotes.py | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/python/insert_tranche_quotes.py b/python/insert_tranche_quotes.py index b9de0993..64fd2ef1 100644 --- a/python/insert_tranche_quotes.py +++ b/python/insert_tranche_quotes.py @@ -78,7 +78,7 @@ def insert_quotes(year=2015, quote_dir=None): elif csvdict['Ticker'] == 'CDX-NAIG':
- if series>=24:
+ if series>=26:
continue
trancheupfrontbid = convert(csvdict['Upfront Bid'])
trancheupfrontask = convert(csvdict['Upfront Ask'])
@@ -86,7 +86,10 @@ def insert_quotes(year=2015, quote_dir=None): trancheupfrontmid = (trancheupfrontbid + trancheupfrontask)/2
except TypeError:
trancheupfrontmid = None
- running = runningdict2[attach] if series<19 else runningdict1[attach]
+ if series==25:
+ running = 100
+ else:
+ running = runningdict2[attach] if series<19 else runningdict1[attach]
try:
d.update({'indexrefspread': int(float(csvdict['Ref'])),
'trancheupfrontbid' : trancheupfrontbid,
|