diff options
Diffstat (limited to 'python/intex_scenarios.py')
| -rw-r--r-- | python/intex_scenarios.py | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py index b82f4909..befd3574 100644 --- a/python/intex_scenarios.py +++ b/python/intex_scenarios.py @@ -58,7 +58,7 @@ def generate_scenarios(workdate, dealnames, conn, cursor): else:
reinvfixedpercentage = global_reinvfixedpercentage / n_fixed_assets
if n_float_assets > 0:
- reinvfloatpercentage = (100-global_reinvfixedpercentage)/n_float_assets
+ reinvfloatpercentage = (100 - n_fixed_assets * reinvfixedpercentage)/n_float_assets
floatreinvprices = []
fixedreinvprices = []
try:
@@ -115,8 +115,8 @@ def generate_scenarios(workdate, dealnames, conn, cursor): elif reinv_assets[key] == "FIXED":
coupon = 7
line = "REINVEST[{0}::REINV_TBA{1}][DEAL,{2}]=".format(dealname.upper(),
- scen_number,
- reinv_number)
+ reinv_number,
+ scen_number)
line += "COUP_SPR={0}|AMORT=Bullet|USE_REINVEST_PIP=1|MAT_DATE={1}|".format(coupon, rollingmat)
fh2.write(line + "\r\n")
continue
|