diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index b2941a0f..82378982 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -412,7 +412,7 @@ class CDSDeal( else: obj["Initial Payment"] = abs(round(obj["Initial Payment"], 2)) obj["Transaction Code"] = "Pay" - + obj["Initial Payment"] = round(obj["Initial Payment"], 2) obj["Trade ID"] = obj["Swap ID"] obj["Product Type"] = "TRN" obj["Transaction Type"] = "NEW" @@ -548,6 +548,7 @@ class SwaptionDeal( def to_markit(self): obj = self.serialize("mtm") obj["Initial Payment"] = obj["price"] * obj["1st Leg Notional"] * 0.01 + obj["Initial Payment"] = round(obj["Initial Payment"], 2) obj["Trade ID"] = obj["Swap ID"] obj["Product Type"] = self.product_type obj["Transaction Type"] = "NEW" @@ -657,6 +658,7 @@ class TerminationDeal( else: obj["Initial Payment"] = abs(obj["Initial Payment"]) obj["Transaction Code"] = "Pay" + obj["Initial Payment"] = round(obj["Initial Payment"], 2) obj["Trade ID"] = obj["Swap ID"] + "-" + str(obj["id"]) obj["Transaction Type"] = ( "Termination" |