diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/trade_dataclasses.py | 11 |
1 files changed, 10 insertions, 1 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 5a206a88..9fdcbb2f 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1260,7 +1260,14 @@ class SwaptionProduct( Deal, deal_type=DealType.SwaptionProduct, table_name="citco_swaption", - insert_ignore=("id", "dealid", "birth_date", "death_date", "security_desc"), + insert_ignore=( + "id", + "dealid", + "birth_date", + "death_date", + "security_desc", + "currency", + ), ): underlying_security_id: str = field(metadata={"citco": "Underlying Security Id"}) birth_date: datetime.date = field( @@ -1272,6 +1279,7 @@ class SwaptionProduct( security_desc: str = field( init=False, metadata={"insert": False, "citco": "Sec_Desc"} ) + currency: str = field(init=False, default=None, metadata={"citco": "LocalCcy"}) instrument_type: str = field(metadata={"citco": "Instrument Type"}) callput: bool strike: float = field(metadata={"citco": "Strike Price"}) @@ -1317,6 +1325,7 @@ class SwaptionProduct( self.security_desc = ( f"{desc_str(index, series, '5')} {self.expiration}-{self.strike}" ) + self.currency = "EUR" if index in ("XO", "EU") else "USD" def to_citco(self): if not self.id: |