diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 11 |
1 files changed, 6 insertions, 5 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index bdb422d1..4dcbec71 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -993,11 +993,12 @@ class TRSDeal( obj["Independent Amount Payer"] = obj["Account Abbreviation"] obj["2nd Leg Index"] = _mtm_index[obj["funding_index"]] obj["2nd Leg Spread"] = 0 - obj["2nd Leg Initial Floating Rate"] = obj["Initial Payment"] / ( - (obj["Effective Date"] - previous_twentieth(obj["Effective Date"])).days - * obj["1st Leg Notional"] - / 360 - ) + obj["2nd Leg Initial Floating Rate"] = 0 + # obj["2nd Leg Initial Floating Rate"] = obj["Initial Payment"] / ( + # (obj["Effective Date"] - previous_twentieth(obj["Effective Date"])).days + # * obj["1st Leg Notional"] + # / 360 + # ) return obj def to_globeop(self): |