diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/analytics/index_data.py | 2 | ||||
| -rw-r--r-- | python/collateral_calc.py | 4 | ||||
| -rw-r--r-- | python/markit/import_quotes.py | 4 |
3 files changed, 5 insertions, 5 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 41cc4f7f..d94f59c5 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -165,7 +165,7 @@ def _get_singlenames_curves(index_type, series, trade_date): trade_date) currency = "EUR" if index_type in ["XO", "EU"] else "USD" args = (tenors, currency) - return build_curves(sn_quotes, args) + return build_curves_dist(sn_quotes, args) def get_singlenames_curves(index_type, series, trade_date): tenors = np.array([0.5, 1, 2, 3, 4, 5, 7, 10]) diff --git a/python/collateral_calc.py b/python/collateral_calc.py index bec4af54..ad223e22 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -63,8 +63,8 @@ def sg_collateral(d): strat = [] r = [] for k, v in d.items(): - r.append((v, df.loc[df['Reference Entity'].str.contains(k), - 'Collateral'].sum(), "EUR" if k == "ITRAXX" else "USD")) + r.append((v, df.loc[df['Reference Entity'].str.contains(k), 'Collateral'].sum(), + "EUR" if k == "ITRAXX" else "USD")) return pd.DataFrame.from_records(r, columns=['Strategy', 'Amount', 'Currency']) def ms_collateral(d): diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index a9ea1204..edcfce0b 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -49,8 +49,8 @@ def get_markit_bbg_mapping(database, basketid_list, workdate): all_tickers.add((line['markit_ticker'], line['markit_tier'])) key = (line['markit_ticker'], line['markit_tier'], line['currency'], doc_clause_mapping[line['doc_clause']], float(line['spread'])/10000) - if key==('CESEOP', 'SNRFOR', 'USD', 'XR14', 0.05): - key=('CESEOP', 'SNRFOR', 'USD', 'XR', 0.05) + if key == ('CESEOP', 'SNRFOR', 'USD', 'XR14', 0.05): + key = ('CESEOP', 'SNRFOR', 'USD', 'XR', 0.05) ## each markit ticker can be mapped to multiple bbg tickers ## these bbg tickers can have different curves (ok) ## or same curves (not ok since date, curve_ticker needs to be unique) |