diff options
Diffstat (limited to 'python/intex_scenarios.py')
| -rw-r--r-- | python/intex_scenarios.py | 29 |
1 files changed, 21 insertions, 8 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py index 5fb0c799..0a4182d5 100644 --- a/python/intex_scenarios.py +++ b/python/intex_scenarios.py @@ -9,7 +9,6 @@ import psycopg2 import common
import sys
import ConfigParser
-import pdb
pattern1 = re.compile("REINVEST\[\w+::REINV_TBA(\d)\]\[DEAL,(\d+)\]=.*$")
# reinv end date
@@ -128,7 +127,7 @@ def generate_scenarios(workdate, dealnames, conn, cursor): scen_number)
line += "COUP_SPR={0}|AMORT=Bullet|USE_REINVEST_PIP=1|MAT_DATE={1}|".format(coupon,
rollingmat)
- fhsss.write(line + "\r\n")
+ fhsss.write(line + "\r\n")
continue
if pattern2.match(line):
line = re.sub(pattern2, r"\1{0}\2{1}", line).format(dealname.upper(), reinvenddate)
@@ -137,6 +136,11 @@ def generate_scenarios(workdate, dealnames, conn, cursor): m = pattern3.match(line)
if m:
reinv_number, scen_number = m.groups()
+ if dealname=="litpt3" and reinv_number=="1":
+ line = "STANDARD_VAR[LITPT3::#REINVLOANP100,{0}]".format(scen_number) + \
+ "={0}".format(" ".join(reinvprices["REINV_TBA1"]))
+ fhsss.write(line + "\r\n")
+ continue
reinv_name = "REINV_TBA" + reinv_number
if reinv_name in reinvprices:
line = \
@@ -144,25 +148,34 @@ def generate_scenarios(workdate, dealnames, conn, cursor): reinv_number,
scen_number,
" ".join(reinvprices[reinv_name]))
- fhsss.write(line + "\r\n")
+ fhsss.write(line + "\r\n")
continue
m = pattern5.match(line)
if m:
reinv_number, scen_number = m.groups()
- key = "REINV_TBA" + reinv_number
- if key in reinv_assets:
- if reinv_assets[key] == 'FIXED':
+ 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[LITPT3::#PCT100_TBA1,{0}]=100".format(scen_number)
+ fhsss.write(line + "\r\n")
+ continue
+ if reinv_name in reinv_assets:
+ if reinv_assets[reinv_name] == 'FIXED':
line = "STANDARD_VAR[{0}::#REINVPCT_TBA{1},{2}]={3}".format(dealname.upper(),
reinv_number,
scen_number,
reinvfixedpercentage)
- elif reinv_assets['REINV_TBA' + reinv_number] == 'FLOAT':
+ elif reinv_assets[reinv_name] == 'FLOAT':
line = "STANDARD_VAR[{0}::#REINVPCT_TBA{1},{2}]={3}".format(dealname.upper(),
reinv_number,
scen_number,
reinvfloatpercentage)
- fhsss.write(line + "\r\n")
+ fhsss.write(line + "\r\n")
continue
if pattern7.search(line):
line = re.sub(pattern7, dealname.upper(), line)
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