diff options
| -rw-r--r-- | python/trade_dataclasses.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 3b56b5e0..5f3bff1b 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1046,7 +1046,7 @@ class IRSDeal( else: key1, key2 = "Pay", "Receive" d = { - f"{key1}LegRateType": "Floating", + f"{key1}LegRateType": "Float", f"{key1}FloatRate": obj["float_index"], f"{key1}Daycount": obj["float_daycount"], f"{key1}Frequency": obj["float_payment_freq"], |