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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 ef209b02..d04200da 100644 --- a/python/markit_tranche_quotes.py +++ b/python/markit_tranche_quotes.py @@ -69,7 +69,7 @@ for d in csv.DictReader(f, fieldnames=headers): d["attachment"], d["detachment"] = int(d["attachment"]), int(d["detachment"]) ref = convert_float(d["reference"]) if d["ticker"] == "CDX-NAHY": - if ref > 110.0 and d["contributor"] == "MS": + if d["contributor"] == "MS" and ref > 110.0: d["deleted"] = True d["indexrefspread"] = ref for k in ["_bid", "_mid", "_ask"]: |