diff options
| -rw-r--r-- | python/trade_dataclasses.py | 9 |
1 files changed, 7 insertions, 2 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 90d58a42..7233a7b1 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -477,7 +477,9 @@ class CDSDeal( security_id: str = field(metadata={"mtm": "RED"}) security_desc: str maturity: datetime.date = field(metadata={"mtm": "Maturity Date"}) - currency: Ccy = field(metadata={"mtm": "Currency Code"}) + currency: Ccy = field( + metadata={"mtm": "Currency Code", "citco": "SecurityCurrency"} + ) protection: Literal["Buy", "Sell"] notional: float = field(metadata={"mtm": "1st Leg Notional"}) fixed_rate: float = field(metadata={"mtm": "1st Leg Rate"}) @@ -504,7 +506,10 @@ class CDSDeal( clearing_facility: ClearingFacility = "ICE-CREDIT" isda_definition: IsdaDoc = "ISDA2014" id: int = field(default=None, metadata={"insert": False}) - dealid: str = field(default=None, metadata={"insert": False, "mtm": "Swap ID"}) + dealid: str = field( + default=None, + metadata={"insert": False, "mtm": "Swap ID", "citco": "ClientOrderID"}, + ) initial_margin_percentage: float = field( default=None, metadata={"mtm": "Independent Amount (%)"} ) |