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Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 7dca2d5a..a225011b 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -512,7 +512,9 @@ def build_line(obj, trade_type="bond"): "initial_margin_percentage": "InitialMarginPercentage", }, ) - obj["PremiumSettlementAmount"] = obj["Price"] * obj["Notional"] * obj["factor"] + obj["PremiumSettlementAmount"] = ( + obj["Price"] * obj["Notional"] * obj.get("factor", 1.0) + ) obj["PremiumSettlementCurrency"] = obj["Currency"] obj["RegenerateCashFlow"] = "N" for direction in ["Pay", "Receive"]: |