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-rw-r--r--python/Dawn/models.py27
1 files changed, 16 insertions, 11 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py
index 87a16275..dd670b96 100644
--- a/python/Dawn/models.py
+++ b/python/Dawn/models.py
@@ -471,18 +471,7 @@ class SwaptionDeal(db.Model):
maturity = db.Column(db.Date, nullable=False)
currency = db.Column(CCY, nullable=False)
settlement_type = db.Column(SETTLEMENT_TYPE, nullable=False)
- termination_date = db.Column(db.Date)
- termination_fee = db.Column(db.Float)
- termination_amount = db.Column(db.Float)
- termination_cp = db.Column(
- db.String(12),
- db.ForeignKey("counterparties.code"),
- info={"choices": [(None, "")], "label": "termination_counterparty"},
- )
counterparty = db.relationship(Counterparties, foreign_keys=[cp_code])
- termination_counterparty = db.relationship(
- Counterparties, foreign_keys=[termination_cp]
- )
class FutureDeal(db.Model):
@@ -648,6 +637,22 @@ class CapFloorDeal(db.Model):
)
+class Termination(db.Model):
+ __tablename__ = "terminations"
+ id = db.Column("id", db.Integer, primary_key=True)
+ dealid = db.Column(db.String(28), nullable=False)
+ termination_date = db.Column(db.Date, nullable=False)
+ termination_cp = db.Column(
+ db.String(12),
+ db.ForeignKey("counterparties.code"),
+ info={"choices": [(None, "")], "label": "termination counterparty"},
+ )
+ counterparty = db.relationship(Counterparties, foreign_keys=[termination_cp])
+ termination_amount = db.Column(db.Float)
+ termination_fee = db.Column(db.Float, nullable=False)
+ partial_termination = db.Column(db.Boolean, nullable=False, default=False)
+
+
BaseModelForm = model_form_factory(FlaskForm)