def persist_curves(self,
asset_manager_id,
business_date,
curves,
update_existing_curves=True):
"""
:param asset_manager_id:
:param business_date:
:param curves:
:param update_existing_rates:
:return:
"""
self.logger.info(
'Persist curves - Asset Manager: %s - Business Date: %s',
asset_manager_id, business_date)
url = '%s/curves/%s/%s' % (self.endpoint, asset_manager_id,
business_date.isoformat())
params = {'update_existing_curves': update_existing_curves}
curves_json = [curve.to_interface() for curve in curves]
response = self.session.post(url, params=params, json=curves_json)
if response.ok:
curves = [json_to_curve(curve) for curve in response.json()]
return curves
else:
self.logger.error(response.text)
response.raise_for_status()
def retrieve_curve(self, asset_manager_id, business_date, asset_ids = None):
self.logger.info('Retrieve curve - Asset Manager: %s - Business Date: %s', asset_manager_id, business_date)
url = '%s/curves/%s/%s' % (self.endpoint, asset_manager_id, business_date.isoformat())
params = {'asset_ids': ','.join(asset_ids)} if asset_ids else {}
response = self.session.get(url = url, params = params)
if response.ok:
curves = [json_to_curve(curve) for curve in response.json() ]
self.logger.info('Returned %s curves.', len(curves))
return curves
else:
self.logger.error(response.text)
response.raise_for_status()