diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 23 |
1 files changed, 10 insertions, 13 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index d02b3914..a86a4c76 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -898,21 +898,18 @@ class SwaptionDeal( obj["SettleCurrency"] = obj["SecurityCurrency"] obj["IDSource"] = "USERID" obj["ClearingAgent"] = obj["ExecutionBroker"] - redcode = ( - obj["security_id"] - + "_" - + obj["SecurityDescription"].split()[4].removesuffix("Y") - ) - instrument = SwaptionProduct( - underlying_security_id=redcode, + obj["SecurityID"] = self.product.dealid + return obj + + @property + def product(self): + return SwaptionProduct( + underlying_security_id=self.redcode, instrument_type="BNDO", - callput=obj["option_type"] == "RECEIVER", - strike=obj["strike"], - expiration=obj["expiration_date"], + callput=self.option_type == "RECEIVER", + strike=self.strike, + expiration=self.expiration_date, ) - instrument.citco_stage() - obj["SecurityID"] = instrument.dealid - return obj @dataclass |