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Diffstat (limited to 'python/markit/rates.py')
| -rw-r--r-- | python/markit/rates.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 5796a295..5fbb5f09 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -6,7 +6,7 @@ from psycopg2.extras import DateRange import requests import xml.etree.ElementTree as ET import zipfile -from serenitas.analytics.yieldcurve import YC, ql_to_jp +from serenitas.analytics.yieldcurve import YC, ql_to_jp, CurveType from serenitas.analytics.bbg_helpers import retrieve_data from serenitas.analytics.utils import prev_business_day @@ -66,6 +66,8 @@ def downloadMarkitIRData(conn, download_date=datetime.date.today(), currency="US def update_bbg_members(conn, session, curve_type, download_date): + if curve_type == CurveType.USD_SOFR_SWAPS: + return data = retrieve_data( session, [curve_type.bbg_name], |