diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/mtm_upload.py | 1 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 1 |
2 files changed, 2 insertions, 0 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py index 225cddcf..a255218f 100644 --- a/python/mtm_upload.py +++ b/python/mtm_upload.py @@ -109,6 +109,7 @@ HEADERS = { "Clearing House", "Protection", "Swaption Quotation Rate Type", + "Effective Date", ], } diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index d0c91bf2..f80242c6 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -466,4 +466,5 @@ class SwaptionDeal( if "IG" in obj["security_desc"]: obj["Swaption Quotation Rate Type"] = "Spread" obj["Strike Price"] = obj["Strike Price"] * 0.01 + obj["Effective Date"] = obj["Trade Date"] return obj |