diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/cds_rebook.py | 11 |
1 files changed, 9 insertions, 2 deletions
diff --git a/python/cds_rebook.py b/python/cds_rebook.py index b2685f6f..0be9cb26 100644 --- a/python/cds_rebook.py +++ b/python/cds_rebook.py @@ -45,7 +45,7 @@ def new_version_quotes( "INSERT into index_quotes_pre(date, index, series, version, " "tenor, close_price, source)" "SELECT date, index, series, version+1, " - "tenor, (%s*close_price + %s)/%s, 'MKIT'" + "tenor, (%s*close_price + %s)/%s, 'SRNTAS'" "FROM index_quotes_pre " "WHERE index=%s AND series=%s AND version=%s AND date=%s AND source='MKIT'", ( @@ -85,6 +85,8 @@ PORTFOLIO = { "HEDGE_CLO": "CLO", "HEDGE_MAC": "HEDGE_MAC", "XOINX": "TRANCHE", + "SER_HYCURVE": "CURVE", + "CASH_BASIS": "HEDGE_MAC", } @@ -300,5 +302,10 @@ if __name__ == "__main__": # rebook(conn, datetime.date(2020, 10, 20), 40769171, "Senior", "GS", "BOWDST") # send_csv(dawndb, datetime.date(2020, 10, 20), "SELEGRO") # EUROPCA - rebook(conn, datetime.date(2021, 1, 13), 10758505, "Senior", "BAML") + # rebook(conn, datetime.date(2021, 1, 13), 10758505, "Senior", "BAML") + # TALEN + rebook(conn, datetime.date(2022, 6, 7), 7359109, "Senior", "BAML") + rebook(conn, datetime.date(2022, 6, 7), 7359109, "Senior", "GS", "BOWDST") + rebook(conn, datetime.date(2022, 6, 7), 7359109, "Senior", "WF") + serenitas_pool.putconn(conn) |