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Diffstat (limited to 'python/markit_tranche_quotes.py')
| -rw-r--r-- | python/markit_tranche_quotes.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/markit_tranche_quotes.py b/python/markit_tranche_quotes.py index 7264559f..a50ee560 100644 --- a/python/markit_tranche_quotes.py +++ b/python/markit_tranche_quotes.py @@ -63,7 +63,7 @@ for d in csv.DictReader(f, fieldnames=headers): for k in ["upfront", "spread", "price"]: d[k + "_mid"] = ( 0.5 * (d[k + "_bid"] + d[k + "_ask"]) - if d[k + "_bid"] and d[k + "_ask"] + if d[k + "_bid"] is not None and d[k + "_ask"] is not None else None ) d["series"] = int(d["series"]) |