diff options
Diffstat (limited to 'python/intex/intex_scenarios.py')
| -rw-r--r-- | python/intex/intex_scenarios.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/intex/intex_scenarios.py b/python/intex/intex_scenarios.py index 0613a1e2..576e275e 100644 --- a/python/intex/intex_scenarios.py +++ b/python/intex/intex_scenarios.py @@ -55,10 +55,10 @@ def get_recovery(conn, dealname, workdate, defaultrecovery = 50): conn.commit() return float(recovery) -def get_reinvenddate(conn, dealname): - sqlstr = 'SELECT reinv_end_date from deal_indicative where dealname=%s' +def get_reinvenddate(conn, dealname, workdate): + sqlstr = 'SELECT reinv_end_date FROM historical_clo_universe(%s, %s)' with conn.cursor() as c: - c.execute(sqlstr, (dealname,)) + c.execute(sqlstr, (dealname, workdate)) reinvenddate, = c.fetchone() conn.commit() if reinvenddate: @@ -80,7 +80,7 @@ def generate_scenarios(workdate, dealname, conn): return reinvflag = config['reinvflag'] if reinvflag: - reinvenddate = get_reinvenddate(conn, dealname) + reinvenddate = get_reinvenddate(conn, dealname, workdate) reinv_assets = get_reinv_assets(conn, dealname, workdate) n_float_assets = len([v for v in reinv_assets.values() if v == 'FLOAT']) n_fixed_assets = len([v for v in reinv_assets.values() if v == 'FIXED']) |