diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 19 |
1 files changed, 11 insertions, 8 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 713e9775..dabfe05f 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -838,7 +838,7 @@ class TRSDeal( insert_ignore=("id", "dealid", "orig_cp", "currency", "product_type"), ): fund: str = field( - metadata={"mtm": "Account Abbreviation"}, + metadata={"mtm": "Account Abbreviation", "globeop": "Fund"}, ) portfolio: str = field(metadata={"globeop": "Portfolio"}) folder: str = field(metadata={"globeop": "Strategy"}) @@ -869,7 +869,9 @@ class TRSDeal( fixing_frequency: str cpty_id: str id: int = field(default=None, metadata={"insert": False}) - dealid: str = field(default=None, metadata={"insert": False, "mtm": "Swap ID"}) + dealid: str = field( + default=None, metadata={"insert": False, "mtm": "Swap ID", "globeop": "DealId"} + ) def to_globeop(self): obj = self.serialize("globeop") @@ -924,7 +926,7 @@ class IRSDeal( insert_ignore=("id", "dealid", "orig_cp", "product_type"), ): fund: str = field( - metadata={"mtm": "Account Abbreviation"}, + metadata={"mtm": "Account Abbreviation", "globeop": "Fund"}, ) portfolio: str = field(metadata={"globeop": "Portfolio"}) folder: str = field(metadata={"globeop": "Strategy"}) @@ -946,11 +948,14 @@ class IRSDeal( float_arrears: bool float_fixing_freq: str pay_interest_calc_method: str - clearing_facility: str - swap_type: str + clearing_facility: str = field(metadata={"globeop": "ClearingFacility"}) + swap_type: str = field(metadata={"globeop": "SwapType"}) cleared_trade_id: str + currency: str id: int = field(default=None, metadata={"insert": False}) - dealid: str = field(default=None, metadata={"insert": False, "mtm": "Swap ID"}) + dealid: str = field( + default=None, metadata={"insert": False, "mtm": "Swap ID", "globeop": "DealId"} + ) def to_globeop(self): obj = self.serialize("globeop") @@ -981,12 +986,10 @@ class IRSDeal( f"{key1}Notional": obj["notional"], f"{key1}Currency": obj["currency"], } - obj["SwapType"] = "OIS_SWAP" obj["DealType"] = "InterestRateSwapDeal" obj["Action"] = "NEW" # Need to figure this out obj["Client"] = "Serenitas" obj["State"] = "Valid" obj["Custodian"] = "BOMLCM" - obj["ClearingFacility"] = "LCH_LTD" obj.update(d) return obj |