diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 28 |
1 files changed, 14 insertions, 14 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 31c644db..60b232e1 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -650,20 +650,6 @@ class TerminationDeal( "WHERE terminations.id = %s" ) - with self._conn.cursor() as c: - c.execute(sql_str, (self.id,)) - if self.deal_type == "SwaptionDeal": - self.orig_cp, self.currency, self.fund, self.globeop_id = c.fetchone() - elif self.deal_type == "CreditDefaultSwapDeal": - ( - self.orig_cp, - self.currency, - self.fund, - self.globeop_id, - factor, - ) = c.fetchone() - self.termination_amount *= factor - def to_markit(self): obj = self.serialize("mtm") if obj["Initial Payment"] >= 0: @@ -682,6 +668,20 @@ class TerminationDeal( return obj def to_globeop(self): + with self._conn.cursor() as c: + c.execute(sql_str, (self.id,)) + if self.deal_type == "SwaptionDeal": + self.orig_cp, self.currency, self.fund, self.globeop_id = c.fetchone() + elif self.deal_type == "CreditDefaultSwapDeal": + ( + self.orig_cp, + self.currency, + self.fund, + self.globeop_id, + factor, + ) = c.fetchone() + self.termination_amount *= factor + obj = self.serialize("globeop") obj["FeesPaid"] = ( -obj["termination_fee"] if obj["termination_fee"] < 0 else None |