diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 18 |
1 files changed, 9 insertions, 9 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index a847c2e6..4050a84c 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1058,15 +1058,15 @@ class IRSDeal( f"{key1}Currency": obj["currency"], f"{key1}FixingFrequency": obj["float_fixing_freq"], f"{key1}InterestCalcMethod": obj["pay_interest_calc_method"], - f"{key1}LegRateType": "Fixed", - f"{key1}FixedRate": obj["fixed_rate"], - f"{key1}Daycount": obj["fixed_daycount"], - f"{key1}Frequency": obj["fixed_payment_freq"], - f"{key1}PaymentBDC": obj["fixed_bdc"], - f"{key1}EffectiveDate": obj["effective_date"], - f"{key1}MaturityDate": obj["maturity_date"], - f"{key1}Notional": obj["notional"], - f"{key1}Currency": obj["currency"], + f"{key2}LegRateType": "Fixed", + f"{key2}FixedRate": obj["fixed_rate"], + f"{key2}Daycount": obj["fixed_daycount"], + f"{key2}Frequency": obj["fixed_payment_freq"], + f"{key2}PaymentBDC": obj["fixed_bdc"], + f"{key2}EffectiveDate": obj["effective_date"], + f"{key2}MaturityDate": obj["maturity_date"], + f"{key2}Notional": obj["notional"], + f"{key2}Currency": obj["currency"], } obj["Deal Type"] = "InterestRateSwapDeal" obj["Action"] = "NEW" # Need to figure this out |