diff options
Diffstat (limited to 'python/markit_tranche_quotes.py')
| -rw-r--r-- | python/markit_tranche_quotes.py | 11 |
1 files changed, 9 insertions, 2 deletions
diff --git a/python/markit_tranche_quotes.py b/python/markit_tranche_quotes.py index b42b555b..3ecd5fd4 100644 --- a/python/markit_tranche_quotes.py +++ b/python/markit_tranche_quotes.py @@ -109,8 +109,15 @@ for d in csv.DictReader(f, fieldnames=headers): d["version"] = 5 if d["version"] == "" and d["index"] == "HY" and d["series"] == 27: d["version"] = 7 - if d["version"] == "" and d["index"] == "IG": - d["version"] = 1 + if d["version"] == "": + if d["index"] == "IG": + d["version"] = 1 + elif d["index"] == "EU": + if d["series"] == 32: + d["version"] = 1 + elif d["series"] in (28, 30): + d["version"] = 2 + with serenitasdb.cursor() as c: if d["contributor"] == "BROWNSTONE": d["contributor"] = "BIG" |