diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 9e60b8bc..c501d4a6 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -347,11 +347,12 @@ def build_termination( with dawndb.cursor() as c: c.execute( - "SELECT dealid, cp_code, notional, termination_amount, globeop_id " + "SELECT dealid, cp_code, notional, termination_amount, " + "globeop_id, currency " f"FROM {table} where id=%s", (dealid,), ) - dealid, cp_code, notional, partial_amounts, globeopid = c.fetchone() + dealid, cp_code, notional, partial_amounts, globeopid, ccy = c.fetchone() if partial_amounts is not None: remaining_notional = notional - sum(partial_amounts) else: @@ -459,7 +460,7 @@ def build_termination( "FeePaymentDate": (termination_date + 3 * bus_day).date(), } if "FeeCurrency" in headers: - d["FeeCurrency"] = "USD" + d["FeeCurrency"] = ccy if termination_cp is not None: d["AssignedCounterparty"] = termination_cp buf = StringIO() |