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 5b573832..2b90df9a 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -784,8 +784,10 @@ def cds_trade_process(conn, session, trade): trade["orig_attach"] - trade["orig_detach"] ) trade["curr_notional"] = trade["notional"] * tranche_factor + trade["Factor"] = tranche_factor else: trade["curr_notional"] = trade["notional"] * factor + trade["Factor"] = factor if not is_tranche_trade(trade): index = CreditIndex( redcode=trade["security_id"], |