diff options
Diffstat (limited to 'python/intex/intex_scenarios.py')
| -rw-r--r-- | python/intex/intex_scenarios.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/intex/intex_scenarios.py b/python/intex/intex_scenarios.py index 1bf98ac4..cdc8a0d7 100644 --- a/python/intex/intex_scenarios.py +++ b/python/intex/intex_scenarios.py @@ -146,9 +146,9 @@ def generate_scenarios(workdate, dealname, conn): line = "REINVEST[{0}::REINV_TBA{1}][DEAL,{2}]=".format(dealname.upper(), reinv_number, scen_number) - line += f"COUP_SPR={coupon}|AMORT=Bullet|USE_REINVEST_PIP=1|MAT_DATE={rollingmat}|" + line += "COUP_SPR={0}|AMORT=Bullet|USE_REINVEST_PIP=1|MAT_DATE={1}|".format(coupon, rollingmat) if liborfloor is not None: - line += f"|ARM_LIFE_FLOOR={liborfloor}" + line += "|ARM_LIFE_FLOOR={}".format(liborfloor) fhsss.write(line + "\r\n") continue if reinvflag and pattern2.match(line): |