diff options
Diffstat (limited to 'python/ops/trade_dataclasses.py')
| -rw-r--r-- | python/ops/trade_dataclasses.py | 38 |
1 files changed, 19 insertions, 19 deletions
diff --git a/python/ops/trade_dataclasses.py b/python/ops/trade_dataclasses.py index a391b41b..78bcd402 100644 --- a/python/ops/trade_dataclasses.py +++ b/python/ops/trade_dataclasses.py @@ -1632,7 +1632,7 @@ class SwaptionProduct( self.stage() self.commit() self.get_productid() - obj = super().to_citco(action) + obj = super().to_citco() if self.instrument_type == "SWPO": # Implies this is a Interest Rate Swaption irs = IRSProduct( birth_date=self.birth_date, @@ -1785,24 +1785,24 @@ class TRSProduct( self.get_productid() obj = super().to_citco(action) d = { - f"S_P_CurrencyCode": self.currency, - f"S_P_PaymentFreqID": _citco_frequency[self.funding_freq], - f"S_P_RateIndexID": 28, - f"S_P_AccrualMethodID": _citco_daycount[self.funding_daycount], - f"S_P_InterestRate": 0, - f"S_P_PaymentCalandarID": 3, - f"S_P_DayConventionID": _citco_bdc[self.funding_payment_roll_convention], - f"S_P_ResetFreqID": _citco_frequency[self.funding_freq], - f"S_P_RateSourceID": _citco_ratesource[self.funding_index], - f"S_R_CurrencyCode": self.currency, - f"S_R_PaymentFreqID": _citco_frequency[self.asset_freq], - f"S_R_RateIndexID": 0, - f"S_R_AccrualMethodID": _citco_daycount[self.asset_daycount], - f"S_R_InterestRate": 0, - f"S_R_PaymentCalandarID": 3, - f"S_R_DayConventionID": _citco_bdc[self.asset_payment_roll_convention], - f"S_R_ResetFreqID": _citco_frequency[self.asset_freq], - f"S_R_RateSourceID": 0, + "S_P_CurrencyCode": self.currency, + "S_P_PaymentFreqID": _citco_frequency[self.funding_freq], + "S_P_RateIndexID": 28, + "S_P_AccrualMethodID": _citco_daycount[self.funding_daycount], + "S_P_InterestRate": 0, + "S_P_PaymentCalandarID": 3, + "S_P_DayConventionID": _citco_bdc[self.funding_payment_roll_convention], + "S_P_ResetFreqID": _citco_frequency[self.funding_freq], + "S_P_RateSourceID": _citco_ratesource[self.funding_index], + "S_R_CurrencyCode": self.currency, + "S_R_PaymentFreqID": _citco_frequency[self.asset_freq], + "S_R_RateIndexID": 0, + "S_R_AccrualMethodID": _citco_daycount[self.asset_daycount], + "S_R_InterestRate": 0, + "S_R_PaymentCalandarID": 3, + "S_R_DayConventionID": _citco_bdc[self.asset_payment_roll_convention], + "S_R_ResetFreqID": _citco_frequency[self.asset_freq], + "S_R_RateSourceID": 0, } obj.update(d) obj["Command"] = "N" |