1 files changed, 46 insertions, 0 deletions
diff --git a/python/report_ops/utils.py b/python/report_ops/utils.py
index bb6c0116..dd81d735 100644
--- a/python/report_ops/utils.py
+++ b/python/report_ops/utils.py
@@ -333,6 +333,52 @@ class CDXQuoteMonitor(
         )
 
 
+class CDXSpreadMonitor(
+    Monitor,
+    headers=(
+        "security_desc",
+        "identifier",
+        "maturity",
+        "citco_spread",
+        "serenitas_spread",
+        "citco_quote",
+        "serenitas_quote",
+        "difference",
+        "valuation_date",
+    ),
+    num_format=[
+        ("{0:,.2f}", 3),
+        ("{0:,.2f}", 4),
+        ("{0:,.2f}", 5),
+        ("{0:,.2f}", 6),
+        ("{0:,.2f}", 7),
+    ],
+):
+    @classmethod
+    def email(cls, fund):
+        if not cls._staging_queue:
+            return
+        cls._em.send_email(
+            f"CDX Quote Outside of our Tolerance: {fund}",
+            HTMLBody(
+                f"""
+<html>
+  <head>
+    <style>
+      table, th, td {{ border: 1px solid black;  border-collapse: collapse;}}
+      th, td {{ padding: 5px; }}
+    </style>
+  </head>
+  <body>
+  Good morning,<br><br>Could you please help us with the below cleared CDX quotes outside of our tolerance:<br><br>{cls.to_tabulate()}
+  </body>
+</html>"""
+            ),
+            to_recipients=_valuation_recipients[fund],
+            cc_recipients=_cc_recipients[fund],
+        )
+
+
 class SettlementMonitor(
     Monitor,
     headers=("date", "account", "currency", "projected_balance"),