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-rw-r--r--python/process_queue.py8
1 files changed, 8 insertions, 0 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index ed1d9eab..9b6566dc 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -123,6 +123,14 @@ def rename_keys(d, mapping):
if k in d:
d[v] = d.pop(k)
+def build_termination(obj):
+ headers = ['DealType', 'DealId', 'Action', 'Client', 'SubAction', 'PartialTermination',
+ 'TerminationAmount', 'TerminationDate', 'FeesPaid', 'FeesReceived',
+ 'DealFunction', 'Reserved', 'ClientReference'] + ['Reserved'] * 4 + \
+ ['SpecialInstructions', 'AssignedCounterparty'] + ['Reserved'] * 7 + \
+ ['GoTradeId'] + ['Reserved'] * 8 + ['InMoney', 'FeeCurrency']
+ return ['SwaptionDeal', obj['dealid'], 'Update', 'Serenitas', 'Termination']
+
def build_line(obj, queue_name='bond_trades'):
obj['Client'] = 'Serenitas'
obj['Fund'] = 'SERCGMAST'