1 files changed, 15 insertions, 0 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index 503af5bb..e8ddd606 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -760,6 +760,21 @@ def cds_trade_process(conn, session, trade):
         trade["curr_notional"] = trade["notional"] * tranche_factor
     else:
         trade["curr_notional"] = trade["notional"] * factor
+    if not is_tranche_trade(trade):
+        index = CreditIndex(
+            redcode=trade["security_id"],
+            maturity=trade["maturity"],
+            notional=trade["notional"],
+            value_date=trade["trade_date"],
+        )
+        index.ref = trade["ref"]
+        trade["upfront"] = -index.pv
+    with conn.cursor() as c:
+        c.execute(
+            "UPDATE cds SET upfront=%s WHERE dealid=%s",
+            (trade["upfront"], trade["dealid"]),
+        )
+    conn.commit()
     return trade