diff options
Diffstat (limited to 'python/populate_tranche_cashflows.py')
| -rw-r--r-- | python/populate_tranche_cashflows.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/populate_tranche_cashflows.py b/python/populate_tranche_cashflows.py index 6638c002..67730f1d 100644 --- a/python/populate_tranche_cashflows.py +++ b/python/populate_tranche_cashflows.py @@ -34,7 +34,7 @@ def insert_tranche_cashflows( (tranche_ids,), ) for r in c: - direction = 1.0 if r.protection == "Buyer" else -1.0 + direction = 1.0 if r.protection == "Buy" else -1.0 notional = r.notional / (r.orig_detach - r.orig_attach) if r.orig_detach == 100: accrued = ( |