1 files changed, 42 insertions, 0 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py
new file mode 100644
index 00000000..70bf8226
--- /dev/null
+++ b/python/intex_scenarios.py
@@ -0,0 +1,42 @@
+import os
+import os.path
+import datetime
+from datetime import date
+import pdb
+import csv
+
+if os.name =='nt':
+    root = "//WDsentinel/share/CorpCDOs/Scenarios"
+elif os.name == 'posix':
+    root = '/home/share/CorpCDOs/Scenarios'
+input = os.path.join(root, "prometheus.sss")
+for dealname in ["stonln1", "babs072", "flags5", "cent11", "wasatl", "oceant2", "acacl071", "limes"]:
+    output = os.path.join(root, dealname + ".sss")
+    cdrscenarios = os.path.join(root, dealname + "-cdr.csv")
+    recoveryscenarios = os.path.join(root, dealname + "-recovery.csv")
+    fh2 = open(output, "w")
+    fhcdr = open(cdrscenarios, "r")
+    fhrecovery = open(recoveryscenarios, "r")
+    cdrline = "\t".join(fhcdr.readline().rstrip().split(",")) +"\n"
+    recoveryline = "\t".join(fhrecovery.readline().rstrip().split(",")) + "\n"
+
+    i=1
+    with open(input) as fh:
+        for line in fh:
+            if "LOSS_RATE[DEAL,{0}]".format(i) in line:
+                newcdrline = "LOSS_RATE[DEAL,{0}]=".format(i) + cdrline
+                fh2.write(newcdrline)
+                continue
+            if "LOSS_SEVERITY[DEAL,{0}]".format(i) in line:
+                newrecoveryline = "LOSS_SEVERITY[DEAL,{0}]=".format(i) + recoveryline
+                fh2.write(newrecoveryline)
+                i=i+1
+                cdrline = "\t".join(fhcdr.readline().rstrip().split(",")) + "\n"
+                recoveryline = "\t".join(fhrecovery.readline().rstrip().split(",")) + "\n"
+                continue
+            fh2.write(line)
+    fh2.close()
+    fhrecovery.close()
+    fhcdr.close()
+
+# sed -i -e "s/\(LOSS_NONPERF_SEVERITY\\[DEAL,[0-9]*\\]\)=.*$/\1=mkt(70)/g" stonln1_100.sss