diff options
Diffstat (limited to 'python/report_ops/sma.py')
| -rw-r--r-- | python/report_ops/sma.py | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py index 68596549..fcade1e0 100644 --- a/python/report_ops/sma.py +++ b/python/report_ops/sma.py @@ -271,7 +271,7 @@ class BondPosition(PositionReport, asset_class="bond"): ) for key in ("account", "primebroker", "cp_code"): d[key] = _fund_custodian[fund] - d["dealid"] = "Aggregated" + d["dealid"] = "COMPRESSED" d["buysell"] = True d["currency"] = "USD" d["current_face"] = d["notional"] * d["factor"] @@ -365,7 +365,6 @@ class CDXPosition(PositionReport, asset_class="cdx"): "effectivedate": "effective_date", "security_desc": "description", "security_id": "identifier", - "clearing_facility": "clearing_house", }, ) d["fixed_rate"] = d["coupon"] * 100 @@ -375,8 +374,8 @@ class CDXPosition(PositionReport, asset_class="cdx"): d["cp_code"] = _fund_fcm[fund] d["primebroker"] = _fund_fcm[fund] d["currency"] = "EUR" if d["index"] in ("EU", "XO") else "USD" + d["dealid"] = "COMPRESSED" d["clearing_house"] = "ICE" - d["dealid"] = "Aggregated" return cls.from_dict(**d) |