diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index a225011b..4fc658e8 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -513,7 +513,7 @@ def build_line(obj, trade_type="bond"): }, ) obj["PremiumSettlementAmount"] = ( - obj["Price"] * obj["Notional"] * obj.get("factor", 1.0) + obj["Price"] * obj["Notional"] * obj.get("factor", 1.0) * 0.01 ) obj["PremiumSettlementCurrency"] = obj["Currency"] obj["RegenerateCashFlow"] = "N" |