diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/ops/funds.py | 3 | ||||
| -rw-r--r-- | python/ops/headers.py | 24 | ||||
| -rw-r--r-- | python/reallocate_cash.py | 2 |
3 files changed, 28 insertions, 1 deletions
diff --git a/python/ops/funds.py b/python/ops/funds.py index e6312b36..44b31cdc 100644 --- a/python/ops/funds.py +++ b/python/ops/funds.py @@ -61,6 +61,9 @@ class Fund: "fx_swap": "FxSwapDeal", "capfloor": "CapFloor", "repo": "RepoDeal", + "iam": "IamDeal", + "trs": "TRSDeal", + "irs": "IRSDeal", } trade_tag: str if isinstance(trade_type, tuple): diff --git a/python/ops/headers.py b/python/ops/headers.py index 88126628..d3582575 100644 --- a/python/ops/headers.py +++ b/python/ops/headers.py @@ -692,6 +692,30 @@ HEADERS = { "InitialFXRate", "TradeDateFX", ], + "iam": HEADERS_PRE + + [ + "SettlementDate", + "Reserved", + "InstrumentType", + "ExpirationDate", + "CallNoticeIndicator", + "TransactionIndicator", + "StartMoney", + "Currency", + "Rate", + "Commission", + "DealFunction", + "FromAccount", + "ClientReference", + "Basis", + "MarginType", + "ClearingFacility" "CcpTradeRef", + "BlockId", + "BlockAmount", + "ExecutionDateTimeStamp", + "Collateralized", + "TradeDateFX", + ], } MTM_HEADERS = { diff --git a/python/reallocate_cash.py b/python/reallocate_cash.py index 59b03019..6a322754 100644 --- a/python/reallocate_cash.py +++ b/python/reallocate_cash.py @@ -140,7 +140,7 @@ def process_upload(conn, trade_date, iam_deals): bowdst = Fund["BOWDST"]() bowdst.staging_queue.extend(iam_deals) if bowdst.staging_queue: - buf, dest = bowdst.build_buffer("wire") + buf, dest = bowdst.build_buffer("iam") bowdst.upload(buf, dest.name) |