diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index aa6eb99d..43fb2c67 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -12,7 +12,6 @@ import sys from io import StringIO from analytics import CreditIndex -from analytics.utils import bus_day from exchange import ExchangeMessage, FileAttachment from itertools import groupby from pickle import loads @@ -407,7 +406,6 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): "effective_date": "EffectiveDate", "maturity": "MaturityDate", "currency": "Currency", - "curr_notional": "Notional", "fixed_rate": "FixedRate", "payment_rolldate": "PaymentRollDateConvention", "day_count": "DayCount", @@ -425,7 +423,7 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): "portfolio": "Portfolio", "settlement_type": "SettlementMode", } - + rename_cols["curr_notional" if fund == "SERCGMAST" else "notional"] = "Notional" rename_keys(obj, rename_cols) if trade_type in ("bond", "swaption", "future"): obj["Transaction Indicator"] = "Buy" if obj["buysell"] else "Sell" |