diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 16ad3af8..81f7e200 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -11,6 +11,7 @@ import task_server.config as config from io import StringIO from analytics import CreditIndex +from analytics.utils import bus_day from itertools import groupby from pickle import loads from ftplib import FTP @@ -378,10 +379,10 @@ def build_termination( "ClientReference", ] if deal_type == "CreditDefaultSwapDeal": - headers += ["TradeDate", "EffectiveDate", "FirstCouponDate", "FeePaymentDate"] + headers += ["TradeDate", "EffectiveDate", "FirstCouponDate"] else: - headers += ["Reserved"] * 4 - headers += ["SpecialInstructions"] + headers += ["Reserved"] * 3 + headers += ["FeePaymentDate", "SpecialInstructions"] if termination_cp is not None: headers += ["AssignedCounterparty"] @@ -427,6 +428,7 @@ def build_termination( "TerminationDate": termination_date, "FeesPaid": fee if fee < 0 else None, "FeesReceived": fee if fee > 0 else None, + "FeePaymentDate": (termination_date + 3 * bus_day).date(), } if "FeeCurrency" in headers: d["FeeCurrency"] = "USD" |