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Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index be3bef07..74e577b3 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -432,6 +432,8 @@ class CDSDeal( coupon, index, series, tenor = c.fetchone() line["Security"] = desc_str(index, series, tenor.removesuffix("yr")) line["Coupon"] = coupon + if line["Brkr"] == "BSEF": # BSEF means CDX BLOCK + line["Price (Dec)"] = line["Price"] cp_code = cls.get_cp_code(line["Brkr"], "CDS") cls._bbg_insert_queue.append(list(line.values())) return cls( |