diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 22 |
1 files changed, 11 insertions, 11 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index a2a225be..37671553 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -490,7 +490,7 @@ class CitcoProduct(Citco): (self.id, self.dealid, self.committed) = results @classmethod - def _base_attrs(cls, obj): + def to_citco(cls, obj): obj["Birth_date"] = obj["Birth_date"].strftime("%Y%m%d") obj["Death_date"] = obj["Death_date"].strftime("%Y%m%d") return obj @@ -501,7 +501,7 @@ class CitcoTrade(Citco): _citco_headers = GTL @classmethod - def _base_attrs(cls, obj): + def to_citco(cls, obj): obj["FillID"] = obj["ClientOrderID"] obj["Trader"] = "DFLT" obj["StrategyCode"] = f"{obj['portfolio']}/{obj['folder']}" @@ -626,7 +626,7 @@ class CDSDeal( obj[ "ClearingAgent" ] = "BOA_FC" # We need to query DB via accounts table here - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj @classmethod @@ -775,7 +775,7 @@ class BondDeal( (obj["SecurityID"],), ) obj["Coupon%"], obj["DayCountFraction/RepoCalendar"] = c.fetchone() - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj @@ -873,7 +873,7 @@ class SwaptionDeal( ) instrument.citco_stage() obj["SecurityID"] = instrument.dealid - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj @@ -1075,7 +1075,7 @@ class SpotDeal( obj["FillFXSettleAmount"] = obj[f"{key2}_amount"] obj["SettleCurrency"] = "USD" obj["FXRate"] = 1 - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj @@ -1202,7 +1202,7 @@ class FxSwapDeal( obj["ClientOrderID"] = obj["ClientOrderID"] + "_F" obj["SettleCurrency"] = "USD" obj["FXRate"] = 1 - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj @@ -1489,7 +1489,7 @@ class IRSDeal( product.citco_stage() obj["SecurityID"] = product.dealid obj["ClearingAgent"] = "BOA_FC" - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj @@ -1571,7 +1571,7 @@ class TrancheProduct( obj["CouponRate"] = obj["CouponRate"] / 100 obj["SettleDays"] = 3 obj["AccruStartDate"] = obj["Birth_date"] - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj @@ -1657,7 +1657,7 @@ class SwaptionProduct( obj["ExpirationDate"] = obj["ExpirationDate"].strftime("%Y%m%d") obj["Put/CallFlag"] = "C" if obj["callput"] else "P" obj["OptionType"] = "Vanilla European" - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj @@ -1827,5 +1827,5 @@ class TRSProduct( obj["GeneralDirection"] = "F" obj["PrincipalExchTypeID"] = 3 obj["UnderlyingIDSource"] = "RED" - obj = self._base_attrs(obj) + obj = super().to_citco(obj) return obj |