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Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index f348dff0..c3a09172 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -199,6 +199,9 @@ def build_line(obj, queue_name='bond_trades'): freq = {4: 'Quarterly', 12: 'Monthly'} obj['Deal Type'] = 'CreditDefaultSwapDeal' obj['PaymentFrequency'] = freq[obj.frequency] + obj['InitialMarginPercentage'] = obj.pop('initial_margin_percentage') + if obj['InitialMarginPercentage']: + obj['InitialMarginCurrency'] = obj['Currency'] return [obj.get(h, None) for h in HEADERS[queue_name]] |