diff options
| -rw-r--r-- | python/mtm_upload.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py index 3d729c8e..d6dbb25e 100644 --- a/python/mtm_upload.py +++ b/python/mtm_upload.py @@ -106,6 +106,7 @@ def tranche_trades(conn): "security_id": "RED", "orig_attach": "Attachment Point", "orig_detach": "Exhaustion Point", + "currency": "Currency Code" # "upfront_settle_date": "First Payment Date", }, ) @@ -120,19 +121,18 @@ def tranche_trades(conn): obj["Protection"] = "Buy" if obj["protection"] == "Buyer" else "Sell" # obj["Trader"] = "Serenitas_Trader" obj["Entity Matrix"] = "Publisher" - obj["Definitions Type"] = "ISDA2003Credit" + obj["Definitions Type"] = "ISDA2014Credit" obj["Independent Amount (%)"] = obj["initial_margin_percentage"] if "ITRX" in obj["security_desc"]: obj["Include Contractual Supplement"] = "Y" - obj["Contractual Supplement"] = "iTraxxEuropeTranche" + obj["Contractual Supplement"] = "StandardiTraxxEuropeTranche" # Temporary Static Values obj["Account Abbreviation"] = "Serenitas-test1" - obj["Currency Code"] = "USD" # obj["Initial Payment Currency"] = "USD" # obj["First Payment Date"] = "2022-01-18" obj["Broker Id"] = "0000571T" # obj['DTCC Ineligible'] = 'N' - # obj['Master Document Date'] = '2001-01-01' + obj["Master Document Date"] = "2016-02-17" trades.append(obj) return trades |