diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 9 |
1 files changed, 3 insertions, 6 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 82378982..f23fae08 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -410,9 +410,8 @@ class CDSDeal( if obj["Initial Payment"] >= 0: obj["Transaction Code"] = "Receive" else: - obj["Initial Payment"] = abs(round(obj["Initial Payment"], 2)) obj["Transaction Code"] = "Pay" - obj["Initial Payment"] = round(obj["Initial Payment"], 2) + obj["Initial Payment"] = round(abs(obj["Initial Payment"]), 2) obj["Trade ID"] = obj["Swap ID"] obj["Product Type"] = "TRN" obj["Transaction Type"] = "NEW" @@ -547,8 +546,7 @@ class SwaptionDeal( def to_markit(self): obj = self.serialize("mtm") - obj["Initial Payment"] = obj["price"] * obj["1st Leg Notional"] * 0.01 - obj["Initial Payment"] = round(obj["Initial Payment"], 2) + obj["Initial Payment"] = round(obj["price"] * obj["1st Leg Notional"] * 0.01, 2) obj["Trade ID"] = obj["Swap ID"] obj["Product Type"] = self.product_type obj["Transaction Type"] = "NEW" @@ -656,9 +654,8 @@ class TerminationDeal( if obj["Initial Payment"] >= 0: obj["Transaction Code"] = "Receive" else: - obj["Initial Payment"] = abs(obj["Initial Payment"]) obj["Transaction Code"] = "Pay" - obj["Initial Payment"] = round(obj["Initial Payment"], 2) + obj["Initial Payment"] = round(abs(obj["Initial Payment"]), 2) obj["Trade ID"] = obj["Swap ID"] + "-" + str(obj["id"]) obj["Transaction Type"] = ( "Termination" |