aboutsummaryrefslogtreecommitdiffstats
path: root/python/intex
diff options
context:
space:
mode:
Diffstat (limited to 'python/intex')
-rw-r--r--python/intex/intex_scenarios.py28
1 files changed, 10 insertions, 18 deletions
diff --git a/python/intex/intex_scenarios.py b/python/intex/intex_scenarios.py
index 4e585731..79a52cc9 100644
--- a/python/intex/intex_scenarios.py
+++ b/python/intex/intex_scenarios.py
@@ -156,7 +156,8 @@ def generate_scenarios(workdate, dealname, conn):
if not reinvflag and "DO_REINV" in line:
fhsss.write("DO_REINV=0" + "\r\n")
continue
- if reinvflag and (m := pattern1.match(line)):
+ m = pattern1.match(line)
+ if reinvflag and m:
reinv_number, scen_number = m.groups()
key = "REINV_TBA" + reinv_number
if key in reinv_assets:
@@ -181,7 +182,8 @@ def generate_scenarios(workdate, dealname, conn):
)
fhsss.write(line + "\r\n")
continue
- if reinvflag and (m := pattern3.match(line)):
+ m = pattern3.match(line)
+ if reinvflag and m:
reinv_number, scen_number = m.groups()
reinv_name = "REINV_TBA" + reinv_number
if reinv_name in reinvprices:
@@ -193,22 +195,10 @@ def generate_scenarios(workdate, dealname, conn):
)
fhsss.write(line + "\r\n")
continue
- if reinvflag and (m := pattern5.match(line)):
+ m = pattern5.match(line)
+ if reinvflag and m:
reinv_number, scen_number = m.groups()
reinv_name = "REINV_TBA" + reinv_number
- if reinv_number == "1":
- if dealname == "litpt3":
- line = "STANDARD_VAR[LITPT3::#LOANREINVPCT,{0}]=100".format(
- scen_number
- )
- fhsss.write(line + "\r\n")
- continue
- if dealname == "flags4":
- line = "STANDARD_VAR[FLAGS4::#PCT100_TBA1,{0}]=100".format(
- scen_number
- )
- fhsss.write(line + "\r\n")
- continue
if reinv_name in reinv_assets:
if reinv_assets[reinv_name][0] == "FIXED":
line = "STANDARD_VAR[{0}::#REINVPCT_TBA{1},{2}]={3}".format(
@@ -231,10 +221,12 @@ def generate_scenarios(workdate, dealname, conn):
line = re.sub(pattern7, dealname.upper(), line)
fhsss.write(line + "\r\n")
continue
- if (begin := f"LOSS_RATE[DEAL,{i}]") in line:
+ begin = f"LOSS_RATE[DEAL,{i}]"
+ if begin in line:
fhsss.write(f"{begin}={cdrline}\r\n")
continue
- if (begin := f"LOSS_SEVERITY[DEAL,{i}]") in line:
+ begin = f"LOSS_SEVERITY[DEAL,{i}]"
+ if begin in line:
fhsss.write(f"{begin}={recoveryline}\r\n")
i = i + 1
if i <= n_scenarios: