diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/report_ops/sma.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/report_ops/sma.py b/python/report_ops/sma.py index 83d400c5..dc9cc1ca 100644 --- a/python/report_ops/sma.py +++ b/python/report_ops/sma.py @@ -141,6 +141,7 @@ class PositionReport(Deal, deal_type=None, table_name=None): identifier: str = field( metadata={"position": "Underlying (ISIN / CUSP / RED CODES)"} ) + current_face: float = field(default=None, metadata={"position": "NotionalB"}) start_date: datetime.date = field(default=None, metadata={"position": "Start Date"}) effective_date: datetime.date = field( default=None, metadata={"position": "Effective Date"} @@ -234,6 +235,7 @@ class BondPosition(PositionReport, asset_class="bond"): d["dealid"] = "Aggregated" d["buysell"] = True d["currency"] = "USD" + d["current_face"] = d["notional"] * d["factor"] return cls.from_dict(**d) |