diff options
| -rw-r--r-- | python/trade_dataclasses.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 40f75a75..50bff8ea 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1256,7 +1256,6 @@ class TRSDeal( ) product.citco_stage() obj["SecurityID"] = product.dealid - obj["ClearingAgent"] = obj["ExecutionBroker"] obj["TradeDate"] = obj["TradeDate"].strftime("%Y%m%d") obj["SettlementDate"] = obj["SettlementDate"].strftime("%Y%m%d") return obj @@ -1564,6 +1563,7 @@ _citco_cp_isda = { "GOLDNY": "GS_IS", "BAMSNY": "BOA_IS", "BNPBNY": "BNP_IS", + "JPCBNY": "JPM_IS", } _citco_cp_cdea = { "MSCSNY": "MS_CD", @@ -1694,8 +1694,6 @@ class TRSProduct( self.get_productid() obj = self.serialize("citco") - obj["ExecutionBroker"] = _citco_cp_isda[obj["ExecutionBroker"]] - obj["ClearingAgent"] = obj["ExecutionBroker"] d = { f"S_P_CurrencyCode": self.currency, f"S_P_PaymentFreqID": _citco_frequency[self.funding_freq], |