diff options
Diffstat (limited to 'python/Dawn')
| -rw-r--r-- | python/Dawn/models.py | 14 |
1 files changed, 8 insertions, 6 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index e7c96a3b..40a76289 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -46,7 +46,7 @@ CCY = ENUM('USD', 'CAD', 'EUR', 'YEN', name='currency') BBG_TYPE = ENUM('Mtge', 'Corp', name='bbg_type') -SWAP_TYPE = ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BAKSET_TRANCHE', 'ABS_CDS', name='swap_type') +SWAP_TYPE = ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', 'ABS_CDS', name='swap_type') ISDA = ENUM('ISDA2014', 'ISDA2003Cred', name='isda') @@ -89,12 +89,11 @@ class BondDeal(db.Model): ticket = db.Column(db.String, info={'form_field_class': FileField}) principal_payment = db.Column(db.Float) accrued_payment = db.Column(db.Float) - counterparty = db.relationship(Counterparties) __table_args__= (db.CheckConstraint('cusip is not Null or isin is not Null'),) class CDSDeal(db.Model): - __tablenames__ = 'cds' + __tablename__ = 'cds' id = db.Column('id', db.Integer, primary_key=True) dealid = db.Column(db.String(28)) lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now()) @@ -102,7 +101,9 @@ class CDSDeal(db.Model): folder = db.Column(CDS_STRAT, nullable = False) custodian = db.Column(db.String(12), default='ML', nullable=False) cashaccount = db.Column(db.String(10), default='MLNSCLMASW', nullable=False) - cp_code = db.Column(db.String(12)) + cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'), + info={'choices': [(None, '')], + 'label': 'counterparty'}, nullable = False) trade_date = db.Column(db.Date, nullable = False) effective_date = db.Column(db.Date, nullable = False) maturity = db.Column(db.Date, nullable = False) @@ -118,10 +119,11 @@ class CDSDeal(db.Model): upfront = db.Column(db.Float, nullable = False) upfront_settle_date = db.Column(db.Date, nullable = False) swap_type = db.Column(SWAP_TYPE, nullable = False) - attach = db.Column(db.SmallInteger) - detach = db.Column(db.SmallInteger) + attach = db.Column(db.SmallInteger, info={'min': 0, 'max':100}) + detach = db.Column(db.SmallInteger, info={'min': 0, 'max':100}) clearing_facility = db.Column(db.String(12), default='ICE-CREDIT') isda_definition = db.Column(ISDA) + counterparty = db.relationship(Counterparties) __table_args__ = (db.CheckConstraint("swap_type!='CD_INDEX_TRANCHE' or " \ "(attach is not NULL and detach is not NULL)"),) |