diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index a42d94d1..18361469 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -497,7 +497,10 @@ def swaption_trade_process(conn, session, trade): try: (factor,) = c.fetchone() except TypeError: - return trade + if trade["portfolio"] in ("IR",): + pass + else: + return trade except ValueError: return trade else: |