diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 1597bd7f..21bd98f8 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1358,6 +1358,7 @@ class TrancheProduct( obj["Death_date"] = obj["Death_date"].strftime("%Y%m%d") obj["CouponRate"] = obj["CouponRate"] / 100 obj["SettleDays"] = 3 + obj["AccruStartDate"] = obj["Birth_date"] return obj @@ -1422,8 +1423,10 @@ class SwaptionProduct( f"{desc_str(index, series, '5')} {self.expiration}-{self.strike}" ) self.currency = "EUR" if index in ("XO", "EU") else "USD" + self.instrument_type = "BNDO" else: self.security_desc = "" + self.instrument_type = "SWPO" def to_citco(self): if not self.id: |