diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/intex_scenarios.py | 2 | ||||
| -rw-r--r-- | python/load_cf.py | 4 |
2 files changed, 3 insertions, 3 deletions
diff --git a/python/intex_scenarios.py b/python/intex_scenarios.py index fe1200d0..2650b25a 100644 --- a/python/intex_scenarios.py +++ b/python/intex_scenarios.py @@ -57,7 +57,7 @@ def get_recovery(dealname, workdate, defaultrecovery = 50): return float(recovery)
def get_reinvenddate(dealname):
- sqlstr = 'SELECT \"Reinv End Date\" from latest_clo_universe where dealname=%s'
+ sqlstr = 'SELECT reinv_end_date from deal_indicative where dealname=%s'
reinvenddate = query_db(sqlstr, params = (dealname,))[0]
if reinvenddate:
reinvenddate = reinvenddate.strftime("%Y%m%d")
diff --git a/python/load_cf.py b/python/load_cf.py index c749b712..87ab59aa 100644 --- a/python/load_cf.py +++ b/python/load_cf.py @@ -70,8 +70,8 @@ def get_dist(date): return {"L": np.array(dist[0]),"R": np.array(dist[1])}
def get_dealdata(dealname, tradedate):
- sqlstr = "select \"Curr Collat Bal\" AS currbal, \"Reinv End Date\", \"Deal Next Pay Date\"," \
- "maturity, \"Principal Bal\", \"Pay Day\" from historical_clo_universe(%s, %s)"
+ sqlstr = "select \"Curr Collat Bal\" AS currbal, reinv_end_date, first_pay_date," \
+ "maturity, \"Principal Bal\", pay_day from historical_clo_universe(%s, %s)"
data = {k: v for k, v in query_db(sqlstr, (dealname, tradedate)).items()}
data["mv"] = query_db("select marketvalue from latest_deal_model_numbers where dealname = %s",
(dealname,))[0]
|