diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/load_indicative.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/load_indicative.py b/python/load_indicative.py index db5ac7c3..ebe46699 100644 --- a/python/load_indicative.py +++ b/python/load_indicative.py @@ -42,15 +42,15 @@ def upload_cusip_data(conn, filename): line['updatedate'] = dealupdate[dealname] try: for key in ['Curr Balance', 'Orig Balance', 'Orig Attachment Point', - 'Curr Attachment Point (def at par)', 'Orig Detachment Point', - 'Curr Detachment Point (def at par)', 'Factor', 'Coupon', 'Floater Spread']: + 'Curr Attachment Point (def at MV)', 'Orig Detachment Point', + 'Curr Detachment Point (def at MV)', 'Factor', 'Coupon', 'Floater Spread']: if line[key]: line[key] = sanitize_float(line[key]) line[key] = convertToNone(line[key]) except ValueError: continue - line['Curr Attachment Point'] = line['Curr Attachment Point (def at par)'] - line['Curr Detachment Point'] = line['Curr Detachment Point (def at par)'] + line['Curr Attachment Point'] = line['Curr Attachment Point (def at MV)'] + line['Curr Detachment Point'] = line['Curr Detachment Point (def at MV)'] if "Curr Moody" not in line: line['Curr Moody'] = line['Orig Moody'] sqlstring = "INSERT INTO cusip_universe(Cusip, ISIN, \"Bloomberg Ticker\", dealname, tranche, " \ |