Skip to content

Commit

Permalink
Fix by Shih-Hau Tan to the leg currency assignment.
Browse files Browse the repository at this point in the history
(cherry picked from commit 5d0628c)
  • Loading branch information
alexandervsokol committed Nov 19, 2024
1 parent 4fa5fba commit 7ea6773
Showing 1 changed file with 4 additions and 4 deletions.
8 changes: 4 additions & 4 deletions cl/hackathon/one_step_solution.py
Original file line number Diff line number Diff line change
Expand Up @@ -100,9 +100,9 @@ def score_output(self, output_: HackathonOutput) -> None:
try:
pay_leg_ccy = json_output.get("pay_leg_ccy")
if isinstance(pay_leg_ccy, str):
output_.pay_leg_basis = pay_leg_ccy
output_.pay_leg_ccy = pay_leg_ccy
except Exception as e:
output_.pay_leg_basis = str(e)
output_.pay_leg_ccy = str(e)

# Pay leg payment frequency
try:
Expand Down Expand Up @@ -172,9 +172,9 @@ def score_output(self, output_: HackathonOutput) -> None:
try:
rec_leg_ccy = json_output.get("rec_leg_ccy")
if isinstance(rec_leg_ccy, str):
output_.rec_leg_basis = rec_leg_ccy
output_.rec_leg_ccy = rec_leg_ccy
except Exception as e:
output_.rec_leg_basis = str(e)
output_.rec_leg_ccy = str(e)

# Receive leg payment frequency
try:
Expand Down

0 comments on commit 7ea6773

Please sign in to comment.