blob: 8da308b3b51734f77d8f72d309770dc218f1a295 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
|
* enter the recovery into the ``defaulted`` table in serenitasdb. Recovery is published on
http://www.creditfixings.com. Check that the event date is correct on
https://www.cdsdeterminationscommittees.org
* at T0 end of day we can set up the new indices and redcode with
```
python handle_default.py <company_id> <seniority>
```
This should populate the index_version table with the new version and redcodes.
* on T+1, we can generate new version quotes in order to run the pnl.
Import the ``new_version_quotes`` function from ``cds_rebook`` and call it with the appropriate
parameters.
* on T+1, once GlobeOp does the rebooking.
- We need to run ``cds_rebook.py``. Follow example of previous credit events and set
the new one under the ``if __name__ == "__main__":`` section.
- We need to insert new globeop ids. Call the insert_newids function with the appropriate
parameters (Need to set up a dataframe with column names: olds_ids and new_ids).
- For Bowdst, run the rebook function, and the send_csv email which will hopefully alert
them to do something.
|
