diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index da002aa4..d7ace658 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -374,9 +374,9 @@ def build_termination( "ClientReference", ] if deal_type == "CreditDefaultSwapDeal": - headears += ["TradeDate", "EffectiveDate", "FirstCouponDate", "FeePaymentDate"] + headers += ["TradeDate", "EffectiveDate", "FirstCouponDate", "FeePaymentDate"] else: - header += ["Reserved"] * 4 + headers += ["Reserved"] * 4 headers += ["SpecialInstructions"] if termination_cp is not None: @@ -423,8 +423,9 @@ def build_termination( "TerminationDate": termination_date, "FeesPaid": fee if fee < 0 else None, "FeesReceived": fee if fee > 0 else None, - "FeeCurrency": "USD", } + if "FeeCurrency" in headers: + d["FeeCurrency"] = "USD" if termination_cp is not None: d["AssignedCounterparty"] = termination_cp buf = StringIO() |