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-rw-r--r--python/trade_dataclasses.py26
1 files changed, 18 insertions, 8 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py
index 1441be8f..ecdadd86 100644
--- a/python/trade_dataclasses.py
+++ b/python/trade_dataclasses.py
@@ -722,16 +722,20 @@ class SwaptionDeal(
insert_ignore=("id", "dealid"),
):
buysell: bool
- fund: Fund = field(metadata={"mtm": "Account Abbreviation"})
- cp_code: str = field(metadata={"mtm": "Broker Id"})
+ fund: Fund = field(metadata={"mtm": "Account Abbreviation", "citco": "Fund"})
+ cp_code: str = field(metadata={"mtm": "Broker Id", "citco": "ExecutionBroker"})
security_id: str = field(metadata={"mtm": "RED"})
- security_desc: str
+ security_desc: str = field(metadata={"citco": "ExecutionBroker"})
maturity: datetime.date = field(metadata={"mtm": "Maturity Date"})
- currency: Ccy = field(metadata={"mtm": "Currency Code"})
- notional: float = field(metadata={"mtm": "1st Leg Notional"})
+ currency: Ccy = field(
+ metadata={"mtm": "Currency Code", "citco": "SecurityDescription"}
+ )
+ notional: float = field(
+ metadata={"mtm": "1st Leg Notional", "citco": "SecurityCurrency"}
+ )
fixed_rate: float = field(metadata={"mtm": "1st Leg Rate"})
strike: float = field(metadata={"mtm": "Strike Price"})
- price: float
+ price: float = field(metadata={"citco": "AvgPrice"})
option_type: OptionType
expiration_date: datetime.date = field(metadata={"mtm": "Expiration"})
portfolio: Portfolio = field(default=None)
@@ -741,7 +745,7 @@ class SwaptionDeal(
)
settle_date: datetime.date = field(
default_factory=lambda: next_business_day(datetime.date.today()),
- metadata={"mtm": "Settle Date"},
+ metadata={"mtm": "Settle Date", "citco": "SettlementPrice"},
)
expiration_date: datetime.date = field(
metadata={"mtm": "Swaption Expiration Date"},
@@ -750,7 +754,10 @@ class SwaptionDeal(
default=None, metadata={"mtm": "Independent Amount (%)"}
)
id: int = field(default=None, metadata={"insert": False})
- dealid: str = field(default=None, metadata={"insert": False, "mtm": "Swap ID"})
+ dealid: str = field(
+ default=None,
+ metadata={"insert": False, "mtm": "Swap ID", "citco": "ClientOrderID"},
+ )
def to_markit(self):
obj = self.serialize("mtm")
@@ -777,6 +784,9 @@ class SwaptionDeal(
obj["Effective Date"] = obj["Trade Date"]
return obj
+ def to_citco(self):
+ obj = self.serialize("citco")
+
@dataclass
class TerminationDeal(