diff options
Diffstat (limited to 'python/mtm_upload.py')
| -rw-r--r-- | python/mtm_upload.py | 12 |
1 files changed, 10 insertions, 2 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py index ff7d003d..e3895c7f 100644 --- a/python/mtm_upload.py +++ b/python/mtm_upload.py @@ -6,7 +6,7 @@ from serenitas.utils.env import DAILY_DIR from serenitas.utils.remote import SftpClient from serenitas.analytics.dates import next_business_day import datetime -from trade_dataclasses import CDSDeal +from trade_dataclasses import CDSDeal, SwaptionDeal HEADERS = { "tranche": [ @@ -120,6 +120,14 @@ def tranche_trades(conn): return trades +def swaption_trades(conn): + trades = [] + for tradeid in (260, 261): + obj = SwaptionDeal.from_tradeid(tradeid).to_markit() + trades.append(obj) + return trades + + def tranche_term_trades(conn): with conn.cursor() as c: trades = [] @@ -176,7 +184,7 @@ def process_upload(trades, asset_type, upload): def upload_trades(conn): - process_upload(tranche_trades(conn), "tranche", upload=False) + process_upload(swaption_trades(conn), "swaption", upload=False) if __name__ == "__main__": |