diff options
| -rw-r--r-- | python/headers.py | 15 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 7 |
2 files changed, 12 insertions, 10 deletions
diff --git a/python/headers.py b/python/headers.py index 13c9270a..904b5f3e 100644 --- a/python/headers.py +++ b/python/headers.py @@ -1,5 +1,14 @@ +from enum import Enum from typing import Literal + +class DealType(Enum): + Bond = "BOND" + CDS = "CDX" + Swaption = "SWAPTION" + Termination = "TERM" + + HEADERS_PRE = [ "Deal Type", "Deal Id", @@ -380,7 +389,7 @@ HEADERS = { } MTM_HEADERS = { - "cds": [ + DealType.CDS: [ "Swap ID", "Allocation ID", "Description", @@ -450,7 +459,7 @@ MTM_HEADERS = { "Alternate Trade ID", "Definitions Type", ], - "swaption": [ + DealType.Swaption: [ "Swap ID", "Broker Id", "Trade ID", @@ -483,7 +492,7 @@ MTM_HEADERS = { "Swaption Quotation Rate Type", "Effective Date", ], - "termination": [ + DealType.Termination: [ "Swap ID", "Allocation ID", "Description", diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 5f4a2eb3..fe06ce1d 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -193,13 +193,6 @@ def desc_str(index_type, series, tenor): return f"ITRX EUR CDSI S{series} {tenor}Y" -class DealType(Enum): - Bond = "BOND" - CDS = "CDX" - Swaption = "SWAPTION" - Termination = "TERM" - - def is_default_init_field(cls, attr): if hasattr(cls, attr): default = getattr(cls, attr) |