diff options
Diffstat (limited to 'python/markit')
| -rw-r--r-- | python/markit/import_quotes.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index a8d05a29..5692b3aa 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -201,6 +201,8 @@ def insert_cds(database, workdate: datetime.date): fixed = next(g) with database.cursor() as c: for line, spread in g: + if len(line["DocClause"]) == 2: + line["DocClause"] += "14" k = CurveKey( line["Ticker"], line["Tier"], line["Ccy"], line["DocClause"], spread, ) @@ -218,7 +220,7 @@ def insert_cds(database, workdate: datetime.date): for (cid, sen), curves in mappings: defaulted = None - if event_date := default_table.get(cid, False): + if event_date := default_table.get((cid, sen), False): if workdate >= event_date: defaulted = event_date try: |