diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 3 |
1 files changed, 0 insertions, 3 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index a9d950d8..f4ce2432 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -53,8 +53,6 @@ _bond_cp = { "BTIG": "BTIG", } -_markit_fund = {"SERCGMAST": "SERCGMAST", "BOWDST": "BOWD"} - class BusDayConvention(str, Enum): modified_following = "Modified Following" @@ -453,7 +451,6 @@ class SwaptionDeal( obj["Clearing House"] = "ICE_FCM_US" obj["Swaption Settlement Type"] = "Physical" obj["OptionBuySellIndicator"] = "Buy" if obj["buysell"] else "Sell" - obj["Account Abbreviation"] = _markit_fund[obj["Account Abbreviation"]] obj["Supplement Date"] = datetime.date(2021, 12, 13) obj["Supplement 2 Date"] = datetime.date(2020, 1, 27) if "IG" in obj["security_desc"]: |