diff options
| -rw-r--r-- | python/trade_dataclasses.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 02a209ce..a624494a 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -481,6 +481,7 @@ class SwaptionDeal( obj["Trade ID"] = obj["Swap ID"] obj["Product Type"] = "CDISW" obj["Transaction Type"] = "NEW" + obj["Transaction Code"] = "Pay" if obj["Buysell"] else "Receive" obj["Protection"] = ( ("Buy" if obj["option_type"] == "PAYER" else "Sell") if obj["buysell"] |