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Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index c3afda15..31d01160 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -168,6 +168,9 @@ def build_line(obj, queue_name='bond_trades'): obj['Portfolio'] = 'MORTGAGE' obj['Transaction Indicator'] = "Buy" if obj.buysell else "Sell" obj['Delivery'] = 'S' + ## zero coupon bond + if obj['CUSIP'] != obj['GlopeOp Security Identifier']: + obk['CUSIP'] = None elif queue_name == 'swaption_trades': obj['Deal Type'] = 'SwaptionDeal' obj['Portfolio'] = 'OPTIONS' |