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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 f23fae08..bb9f5cf5 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -326,6 +326,8 @@ class MTMDeal: cls.product_type = "CDISW" elif deal_type == DealType.CDS: cls.product_type = "TRN" + elif deal_type == DealType.Termination: + cls.product_type = "TERM" @classmethod def mtm_upload(cls): @@ -572,6 +574,7 @@ class SwaptionDeal( @dataclass class TerminationDeal( + MTMDeal, Deal, deal_type=DealType.Termination, table_name="terminations", |