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Diffstat (limited to 'python/report_ops/utils.py')
| -rw-r--r-- | python/report_ops/utils.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/report_ops/utils.py b/python/report_ops/utils.py index 80bc72d5..3b47a50f 100644 --- a/python/report_ops/utils.py +++ b/python/report_ops/utils.py @@ -102,7 +102,7 @@ def check_cleared_cds(date, fund, conn): _tolerance = {"IG": 0.10, "HY": 0.20, "EU": 0.20, "XO": 0.30} with conn.cursor() as c: c.execute( - "SELECT *, abs(price-globeop_price) AS difference FROM list_cds_marks(%s, NULL, %s)", + "SELECT *, abs(price-globeop_price) AS difference FROM list_cds_marks(%s, NULL, %s) WHERE ((notional * factor) - globeop_notional) < 100;", (date, fund), ) for row in c: |