diff options
Diffstat (limited to 'python/trade_dataclasses.py')
| -rw-r--r-- | python/trade_dataclasses.py | 30 |
1 files changed, 14 insertions, 16 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 89863d13..99838ed0 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1189,7 +1189,7 @@ class TrancheProduct( "currency", ), ): - underlying_security_id: str = field(metadata={"citco": "Underlying Security Id"}) + underlying_security_id: str = field(metadata={"citco": "UnderlyingSecurityId"}) attach: float = field(metadata={"citco": "Attachment_Points"}) detach: float = field(metadata={"citco": "Detachment_Points"}) birth_date: datetime.date = field( @@ -1198,9 +1198,7 @@ class TrancheProduct( death_date: datetime.date = field( init=False, metadata={"insert": False, "citco": "Death_date"} ) - coupon: float = field( - init=False, metadata={"insert": False, "citco": "Coupon Rate"} - ) + coupon: float = field(init=False, metadata={"insert": False, "citco": "CouponRate"}) security_desc: str = field( init=False, metadata={"insert": False, "citco": "Sec_Desc"} ) @@ -1212,7 +1210,7 @@ class TrancheProduct( committed: bool = field(default=False) id: int = field(default=None, metadata={"insert": False}) dealid: str = field( - default=None, metadata={"insert": False, "citco": "Unique Identifier"} + default=None, metadata={"insert": False, "citco": "UniqueIdentifier"} ) def get_dealid(self): @@ -1249,7 +1247,7 @@ class TrancheProduct( obj["Active"] = "Y" obj["Birth_date"] = obj["Birth_date"].strftime("%Y%m%d") obj["Death_date"] = obj["Death_date"].strftime("%Y%m%d") - obj["Coupon Rate"] = obj["Coupon Rate"] / 100 + obj["CouponRate"] = obj["CouponRate"] / 100 obj["SettleDays"] = 3 return obj @@ -1269,7 +1267,7 @@ class SwaptionProduct( "currency", ), ): - underlying_security_id: str = field(metadata={"citco": "Underlying Security Id"}) + underlying_security_id: str = field(metadata={"citco": "UnderlyingSecurityId"}) birth_date: datetime.date = field( init=False, metadata={"insert": False, "citco": "Birth_date"} ) @@ -1282,8 +1280,8 @@ class SwaptionProduct( currency: str = field(init=False, default=None, metadata={"citco": "LocalCcy"}) instrument_type: str = field(metadata={"citco": "InstrumentType"}) callput: bool - strike: float = field(metadata={"citco": "Strike Price"}) - expiration: datetime.date = field(metadata={"citco": "Expiration Date"}) + strike: float = field(metadata={"citco": "StrikePrice"}) + expiration: datetime.date = field(metadata={"citco": "ExpirationDate"}) underlying_id_source: str = field( default="RED", metadata={"citco": "UnderlyingIDSource"} ) @@ -1291,7 +1289,7 @@ class SwaptionProduct( committed: bool = field(default=False) id: int = field(default=None, metadata={"insert": False}) dealid: str = field( - default=None, metadata={"insert": False, "citco": "Unique Identifier"} + default=None, metadata={"insert": False, "citco": "UniqueIdentifier"} ) def get_dealid(self): @@ -1338,9 +1336,9 @@ class SwaptionProduct( obj["Active"] = "Y" obj["Birth_date"] = obj["Birth_date"].strftime("%Y%m%d") obj["Death_date"] = obj["Death_date"].strftime("%Y%m%d") - obj["Expiration Date"] = obj["Expiration Date"].strftime("%Y%m%d") - obj["Put/Call Flag"] = "C" if obj["callput"] else "P" - obj["Option Type"] = "Vanilla European" + obj["ExpirationDate"] = obj["Expiration Date"].strftime("%Y%m%d") + obj["Put/CallFlag"] = "C" if obj["callput"] else "P" + obj["OptionType"] = "Vanilla European" return obj @@ -1377,7 +1375,7 @@ class IRSProduct( committed: bool = field(default=False) id: int = field(default=None, metadata={"insert": False}) dealid: str = field( - default=None, metadata={"insert": False, "citco": "Unique Identifier"} + default=None, metadata={"insert": False, "citco": "UniqueIdentifier"} ) def get_dealid(self): @@ -1411,7 +1409,7 @@ class IRSProduct( f"S_P_PaymentFreqID": _citco_frequency[self.fixed_payment_freq], f"S_P_RateIndexID": 0, f"S_P_AccrualMethodID": _citco_daycount[self.fixed_daycount], - f"S_P_Interest Rate": self.fixed_rate, + f"S_P_InterestRate": self.fixed_rate, f"S_P_DayConventionID": _citco_bdc[self.fixed_bdc], f"S_P_ResetFreqID": 0, f"S_R_CurrencyCode": self.currency, @@ -1426,7 +1424,7 @@ class IRSProduct( obj.update(d) obj["Command"] = "N" obj["Active"] = "Y" if obj["Active"] else "N" - obj["Principal Exch TypeID"] = 1 + obj["PrincipalExchTypeID"] = 1 obj["Birth_date"] = obj["Birth_date"].strftime("%Y%m%d") obj["Death_date"] = obj["Death_date"].strftime("%Y%m%d") return obj |