diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 15 |
1 files changed, 8 insertions, 7 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 82ead0fc..6f50ecc9 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -481,16 +481,17 @@ class SwaptionDeal( obj["Trade ID"] = obj["Swap ID"] obj["Product Type"] = "CDISW" obj["Transaction Type"] = "NEW" - obj["Transaction Code"] = "Pay" if obj["buysell"] else "Receive" - obj["Protection"] = ( - ("Buy" if obj["option_type"] == "PAYER" else "Sell") - if obj["buysell"] - else ("Sell" if obj["option_type"] == "PAYER" else "Buy") - ) + if obj["buysell"]: + obj["Transaction Code"] = "Pay" + obj["Protection"] = "Buy" if obj["option_type"] == "PAYER" else "Sell" + obj["OptionBuySellIndicator"] = "Buy" + else: + obj["Transaction Code"] = "Receive" + obj["Protection"] = "Sell" if obj["option_type"] == "PAYER" else "Buy" + obj["OptionBuySellIndicator"] = "Sell" obj["Entity Matrix"] = "Publisher" obj["Clearing House"] = "ICE_FCM_US" obj["Swaption Settlement Type"] = "Physical" - obj["OptionBuySellIndicator"] = "Buy" if obj["buysell"] else "Sell" obj["Supplement Date"] = datetime.date(2021, 12, 13) obj["Supplement 2 Date"] = datetime.date(2020, 1, 27) if "IG" in obj["security_desc"]: |