diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 6 |
1 files changed, 2 insertions, 4 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 89a962a4..00acf690 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -390,11 +390,9 @@ class CDSDeal( bbg_ticket_id: str = None def __post_init__(self): - start_protection = d + datetime.timedelta(days=1) + start_protection = self.trade_date + datetime.timedelta(days=1) effective_date = previous_twentieth(prev_business_day(start_protection)) - self.effective_date = adjust_next_business_day( - previous_twentieth(self.trade_date) - ) + self.effective_date = adjust_next_business_day(effective_date) def to_markit(self): obj = self.serialize("mtm") |