aboutsummaryrefslogtreecommitdiffstats
path: root/python/populate_risk_numbers.py
diff options
context:
space:
mode:
Diffstat (limited to 'python/populate_risk_numbers.py')
-rw-r--r--python/populate_risk_numbers.py12
1 files changed, 6 insertions, 6 deletions
diff --git a/python/populate_risk_numbers.py b/python/populate_risk_numbers.py
index 4e8c3f3d..73d4de7c 100644
--- a/python/populate_risk_numbers.py
+++ b/python/populate_risk_numbers.py
@@ -14,16 +14,16 @@ sqlstr = "INSERT INTO risk_numbers VALUES({0},{1})".format(",".join(["%s"] * 10)
",".join(["%s::float[]"]*9))
def get_attach_from_name(index_type, series):
- if index_type.lower() == "ig":
+ if index_type == "ig":
if series == 9:
attach = [0, 3, 7, 10, 15, 30, 100]
else:
attach = [0, 3, 7, 15, 100]
- elif index_type.lower() == "hy":
+ elif index_type == "hy":
attach = [0, 15, 25, 35, 100]
- elif index_type.lower() == "xo":
+ elif index_type == "xo":
attach = [0, 10, 20, 35, 100]
- elif index_type.lower() == 'eu':
+ elif index_type == 'eu':
if series >= 21:
attach = [0, 3, 6, 12, 100]
else:
@@ -38,9 +38,9 @@ def populate_risk(basedir, db):
c.execute("DELETE FROM risk_numbers")
db.commit()
for index_type, series, tenor in get_index_list(basedir):
- attach = get_attach_from_name(index_type, series)
+ attach = get_attach_from_name(index_type.lower(), series)
with open(os.path.join(basedir, "Tranche_data", "Runs",
- "{0}{1}.{2}.csv".format(index_type, series, tenor))) as fh:
+ "{0}{1}.{2}.csv".format(index_type.lower(), series, tenor))) as fh:
csvreader = csv.DictReader(fh)
with db.cursor() as c:
toinsert = []