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 f4ed318c..738f7cb0 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -617,6 +617,8 @@ def cds_trade_process(conn, session, trade): else: trade["curr_notional"] = trade["notional"] * factor trade["Factor"] = factor + if trade["upfront"]: + return trade index = CreditIndex( redcode=trade["security_id"], maturity=trade["maturity"], |