diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index 5dde9146..982fa4c7 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -498,9 +498,9 @@ def parse_cs(fh, indextype, series, quotedate): m = pat.match(line) if m: if indextype == "IG": - ref, fwd, expiry, fwd_dv01 = m.groups() + ref, fwdspread, expiry, fwdbpv = m.groups() else: - ref, fwd, expiry = m.groups() + ref, fwdprice, expiry = m.groups() expiry = pd.to_datetime(expiry, format="%d-%b-%y") d.update({"ref": ref, "expiry": expiry, "fwd": fwd}) if indextype == "IG": |