diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 1560c578..663e2a84 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -445,7 +445,7 @@ class SwaptionDeal( obj["Trade ID"] = obj["Swap ID"] obj["Product Type"] = "CDISW" obj["Transaction Type"] = "NEW" - obj["Protection"] = "Buy" if obj["protection"] == "Buyer" else "Sell" + obj["Protection"] = "Buy" if obj["option_type"] == OptionType.PAYER else "Sell" obj["Entity Matrix"] = "Publisher" obj["Clearing House"] = "ICE_FCM_US" obj["Swaption Settlement Type"] = "Physical" |