diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index e8ddd606..d17a93bb 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -10,6 +10,7 @@ import task_server.config as config from io import StringIO +from analytics import CreditIndex from itertools import groupby from pickle import loads from ftplib import FTP @@ -767,6 +768,7 @@ def cds_trade_process(conn, session, trade): notional=trade["notional"], value_date=trade["trade_date"], ) + index.direction = trade["protection"] index.ref = trade["ref"] trade["upfront"] = -index.pv with conn.cursor() as c: |