diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/markit/rates.py | 2 | ||||
| -rw-r--r-- | python/tests/test_cds.py | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/python/markit/rates.py b/python/markit/rates.py index 459b1cba..858b0185 100644 --- a/python/markit/rates.py +++ b/python/markit/rates.py @@ -88,7 +88,7 @@ def downloadMarkitIRData( values = sql.SQL(", ").join( sql.Placeholder() * (len(instruments) + 1) ) # +1 for effective_date - table_name = sql.SQL(f"{currency}_{'OIS_' if ois_flag else ''}rates".lower()) + table_name = sql.SQL(f"{currency}_{'OIS_' if ois_flag else ''}rates") insert_str = sql.SQL( "INSERT INTO {}(effective_date, {}) VALUES({}) " "ON CONFLICT DO NOTHING" ).format(table_name, names, values) diff --git a/python/tests/test_cds.py b/python/tests/test_cds.py index bffe0c60..fb1c9b5b 100644 --- a/python/tests/test_cds.py +++ b/python/tests/test_cds.py @@ -19,7 +19,7 @@ class TestUpfront(unittest.TestCase): self.assertAlmostEqual(-self.index.pv, 685292.81, 2) def test_cdsone(self): - jp_yc = get_curve(self.index.value_date) + jp_yc = get_curve(self.index.value_date, "USD") fee_dirty = self.index.notional * ( upfront_charge( self.index.value_date, |