diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index c581cf53..08b945f4 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -41,7 +41,7 @@ HEADERS = {'bond_trades': [ 'CreditEvents', 'RecoveryRate', 'Settlement', 'InitialMargin', 'InitialMarginPercentage','InitialMarginCurrency', 'DiscountCurve', 'ClientReference', 'UpfrontFee', 'UpfrontFeePayDate', 'RegenerateCashFlow', - 'UpfrontFeeComment', 'GiveUpBroker','SwapType', 'OnPrice', + 'UpfrontFeeComment', 'ExecutingBroker','SwapType', 'OnPrice', 'OffPrice', 'AttachmentPoint', 'ExhaustionPoint', 'Fees', 'Fee Payment Dates', 'Fee Comments', 'Credit Event Occurred', 'Calendar', 'Clearing Facility', 'Adjusted', 'CcpTradeRef', 'BlockId', @@ -260,6 +260,9 @@ def build_line(obj, queue_name='bond_trades'): obj['InitialMarginPercentage'] = obj.pop('initial_margin_percentage') if obj['InitialMarginPercentage']: obj['InitialMarginCurrency'] = obj['Currency'] + if 'AttachmentPoint' not in obj: + obj['Counterparty'], obj['ExecutingBroker'] = 'SGFCM', obj['Counterparty'] + elif queue_name == 'future_trades': obj['Deal Type'] = 'FutureDeal' rename_keys(obj, {'currency': 'Trade Currency', |