def post_new_curve():
body = request.get_json()
yyyymmdd = body.get('date')
currency = body.get('ccy')
ccy = Currency.query.filter_by(ccy=currency).one_or_none()
if ccy is None:
abort(404, f"There is no currency {currency}")
date_datetime = to_datetime(yyyymmdd)
date = Date.query.filter_by(date=date_datetime).one_or_none()
if date is None:
date = Date(date_datetime)
date.insert()
yield_dict = get_markit_yiled(yyyymmdd, currency)[1]
curve = Curve(date.id, ccy.id)
try:
curve.insert()
except:
abort(409, "Curve already exist")
tenors = Tenor.query.all()
for tenor in tenors:
Spread(tenor.id, curve.id, yield_dict[tenor.tenor]).insert()
tenor_5y = Tenor.query.filter_by(tenor='5Y').one()
try:
spread = Spread.query.filter_by(curve_id=curve.id,
tenor_id=tenor_5y.id).one()
except:
abort(422, "Unable to query 5y spread for posted curve.")
return jsonify({
'success': True,
'status_code': 200,
'curve': {
'date_id': curve.date_id,
'ccy_id': curve.ccy_id
},
'spread': spread.spread,
}), 200
