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Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index d0c91bf2..f80242c6 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -466,4 +466,5 @@ class SwaptionDeal( if "IG" in obj["security_desc"]: obj["Swaption Quotation Rate Type"] = "Spread" obj["Strike Price"] = obj["Strike Price"] * 0.01 + obj["Effective Date"] = obj["Trade Date"] return obj |