diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 06ed0d19..a42d94d1 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -247,12 +247,12 @@ def build_line(obj, trade_type="bond", fund="SERCGMAST"): obj[fixed + "Frequency"] = "Half-Yearly" obj[fixed + "Daycount"] = "30/360" obj[fixed + "FixedRate"] = obj["strike"] - obj[fixed + "RateType"] = "Fixed" + obj[fixed + "LegRateType"] = "Fixed" # floating leg obj[floating + "Frequency"] = "Quarterly" - obj[floating + "PayDaycount"] = "ACT/360" - obj[floating + "PayLegRateType"] = "Float" - obj[floating + "PayFloatRate"] = "US0003M" + obj[floating + "Daycount"] = "ACT/360" + obj[floating + "LegRateType"] = "Float" + obj[floating + "FloatRate"] = "US0003M" else: raise ValueError( |