diff options
| -rw-r--r-- | python/headers.py | 2 | ||||
| -rw-r--r-- | python/process_queue.py | 5 |
2 files changed, 4 insertions, 3 deletions
diff --git a/python/headers.py b/python/headers.py index f4f19301..09f295c5 100644 --- a/python/headers.py +++ b/python/headers.py @@ -280,7 +280,7 @@ HEADERS = { "BrokerShortName", "ClientReference", ], - "fxswap": HEADERS_PRE + "fx_swap": HEADERS_PRE + [ "Reserved", "Dealt Currency", diff --git a/python/process_queue.py b/python/process_queue.py index 5590ece2..48e6da2e 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -343,7 +343,7 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): "spot_rate": fx_rate, }, ) - elif trade_type == "fxswap": + elif trade_type == "fx_swap": obj["Deal Type"] = "FxSwapDeal" obj["Action"] = "NEW" rename_keys( @@ -703,6 +703,7 @@ def get_filepath( "future": "Future", "wire": "CashFlowDeal", "spot": "SpotDeal", + "fx_swap": "FxSwapDeal", "capfloor": "CapFloor", "repo": "RepoDeal", } @@ -854,7 +855,7 @@ if __name__ == "__main__": "future", "wire", "spot", - "fxswap", + "fx_swap", "capfloor", ]: p_list = partial( |