diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 23 |
1 files changed, 8 insertions, 15 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index f79e982a..4c74da50 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1460,16 +1460,6 @@ class IRSDeal( ) (self.custodian,) = c.fetchone() - # @classmethod - # def from_bbg_line(cls, line: dict): - # cp_code = cls.get_cp_code(line["Brkr"], "IRS") - # cls._bbg_insert_queue.append(list(line.values())) - # return cls( - # fund='LIMBO', - # portfolio='UNALLOCATED', - # folder='*', - - # ) def to_globeop(self): obj = self.serialize("globeop") if obj["payreceive"]: @@ -1515,16 +1505,19 @@ class IRSDeal( obj["BuySellShortCover"] = "B" if obj["payreceive"] else "S" obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "USERID" - product = IRSProduct( + self.product.citco_stage() + obj["SecurityID"] = self.product.dealid + obj["ClearingAgent"] = "BOA_FC" + return obj + + @property + def product(self): + return IRSProduct( birth_date=self.trade_date, death_date=self.maturity_date, fixed_rate=self.fixed_rate, float_index=self.float_index, ) - product.citco_stage() - obj["SecurityID"] = product.dealid - obj["ClearingAgent"] = "BOA_FC" - return obj from enum import IntEnum |