diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/csv_headers/citco.py | 6 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 8 |
2 files changed, 8 insertions, 6 deletions
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py index b836787b..146e2cb5 100644 --- a/python/csv_headers/citco.py +++ b/python/csv_headers/citco.py @@ -161,7 +161,7 @@ GIL = [ "Underlying TID", "Symbol", "(BLANK)", - "Birth)date", + "Birth_date", "Death_date", "Active", "(Blank)", @@ -205,7 +205,7 @@ GIL = [ "General Direction", "Principal Exch TypeID", "S_P_PaymentFreqID", - "S_P_Currency Code", + "S_P_CurrencyCode", "S_P_RateIndexID", "S_P_AccrualMethodID", "S_P_Interest Rate", @@ -223,7 +223,7 @@ GIL = [ "S_R_PaymentFreqID", "S_R_CurrencyCode", "S_R_RateIndexID", - "S_R_AccrualMethondID", + "S_R_AccrualMethodID", "S_R_Interest Rate", "S_R_PaymentCalandarID", "S_R_DayConventionID", diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index ece094de..06572e3e 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -433,7 +433,7 @@ from csv_headers.citco import GIL class CitcoDeal: _citco_queue: ClassVar[list] = [] _citco_headers = None - _sftp = SftpClient.from_creds("citco") + # _sftp = SftpClient.from_creds("citco") product_type: str def __init_subclass__(cls, deal_type, **kwargs): @@ -1341,7 +1341,7 @@ class IRSProduct( fixed_rate: float notional: float - payreceive: str = field(metadata={"citco": "Sec_Desc"}) + payreceive: str = field() instrument_type: str = field(default="IRS", metadata={"citco": "Instrument Type"}) active: str = field(default=True, metadata={"citco": "Active"}) fixed_daycount: str = field(default="ACT/360") @@ -1404,7 +1404,7 @@ class IRSProduct( f"S_{key2}_RateIndexID": 28, f"S_{key2}_AccrualMethodID": _citco_daycount[self.float_daycount], f"S_{key2}_Interest Rate": 0, - f"S_{key2}_Day ConventionID": _citco_bdc[self.float_bdc], + f"S_{key2}_DayConventionID": _citco_bdc[self.float_bdc], f"S_{key2}_ResetFreqID": _citco_frequency[self.float_fixing_freq], f"S_{key2}_RateSource": _citco_ratesource[self.float_index], } @@ -1412,4 +1412,6 @@ class IRSProduct( obj["Command"] = "N" obj["Active"] = "Y" if obj["Active"] else "N" obj["Principal Exch TypeID"] = 1 + obj["Birth_date"] = obj["Birth_date"].replace("-", "") + obj["Death_date"] = obj["Death_date"].replace("-", "") return obj |