diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/index_data.py | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/python/index_data.py b/python/index_data.py index dc97a3ed..a4f76113 100644 --- a/python/index_data.py +++ b/python/index_data.py @@ -168,3 +168,9 @@ def get_singlenames_curves(index_type, series, trade_date): args = (trade_date, jp_yc, start_date, step_in_date, value_date, end_dates) curves = build_curves_dist(sn_quotes, args) return curves, args + +def get_tranche_quotes(index_type, series, tenor, date=datetime.date.today()): + conn = dbconn('serenitasdb') + with conn.cursor() as c: + c.callproc("get_tranche_quotes", (index_type, series, tenor, date)) + return c.fetchall() |