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Diffstat (limited to 'python/markit_tranches.py')
| -rw-r--r-- | python/markit_tranches.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/markit_tranches.py b/python/markit_tranches.py index e91f00a9..473606ac 100644 --- a/python/markit_tranches.py +++ b/python/markit_tranches.py @@ -20,7 +20,7 @@ index_quotes = pd.read_sql_query("SELECT date, closeprice FROM index_quotes WHER tranche_quotes = df.join(index_quotes) tranche_quotes.columns = ['upfront_ask', 'upfront_bid', 'upfront_mid', 'attach', 'detach', 'index_price'] tranche_quotes['tranche_spread'] = tranche_quotes.attach.replace({0:500, 3:100, 7:100, 15:25}) -tranche_quotes.index_price /= 100 +tranche_quotes[['upfront_ask', 'upfront_bid', 'upfront_mid', 'index_price']] /= 100 tranche_quotes['basketid']=162 tranche_quotes['tenor']='5yr' tranche_quotes.ix[:'2014-07-01'].to_sql("markit_tranche_quotes", engine, if_exists='append', |