diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 12 |
1 files changed, 12 insertions, 0 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 3186b7dc..1441be8f 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -597,6 +597,18 @@ class CDSDeal( # tranche process obj["IDSource"] = "USERID" obj["ClearingAgent"] = obj["ExecutionBroker"] + redcode = ( + obj["security_id"] + + "_" + + obj["SecurityDescription"].split()[4].removesuffix("Y") + ) + instrument = TrancheProduct( + underlying_security_id=redcode, + attach=obj["orig_attach"], + detach=obj["orig_detach"], + ) + instrument.citco_stage() + obj["SecurityID"] = instrument.dealid else: # cleared cds process obj["IDSource"] = "RED" |