1 files changed, 31 insertions, 3 deletions
diff --git a/python/api_quotes/quotes.py b/python/api_quotes/quotes.py
index 04b6da09..daa3decb 100644
--- a/python/api_quotes/quotes.py
+++ b/python/api_quotes/quotes.py
@@ -26,6 +26,8 @@ class MarkitQuoteKind:
                 return SingleNameQuote
             case "ABS":
                 return BondQuote
+            case "TRS":
+                return TRSQuote
 
 
 class MarkitQuote(Deal, table_name=None, deal_type=None):
@@ -114,6 +116,32 @@ class BondQuote(MarkitQuote, table_name="markit_bond_quotes", deal_type=None):
         d.update(base_attributes | additional_attributes)
         return cls.from_dict(**d)
 
-    @property
-    def message(self):
-        return QuoteDetails.from_tradeid(self.msg_id)
+
+@dataclass
+class TRSQuote(MarkitQuote, table_name="markit_trs_quotes", deal_type=None):
+    quoteid: int
+    msg_id: str
+    quotesource: str
+    confidence: int
+    maturity: datetime.date
+    identifier: str = None
+    bidlevel: float = None
+    asklevel: float = None
+    nav: float = None
+    ref: float = None
+    firmness: firmness = None
+    funding_benchmark: str = None
+    quotedate: datetime.datetime = None
+
+    @classmethod
+    def from_markit_line(cls, d):
+        base_attributes = super().from_markit_line(d)
+        additional_attributes = {
+            "identifier": d["ticker"],
+            "ref": d.get("reference"),
+            "nav": d.get("inavparsed"),
+            "funding_benchmark": d.get("parsedbenchmark"),
+            "maturity": maturity_dt(d),
+        }
+        d.update(base_attributes | additional_attributes)
+        return cls.from_dict(**d)