diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/trade_dataclasses.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 393f495e..081dbc1d 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -358,7 +358,7 @@ class CDSDeal( maturity=datetime.datetime.strptime(line["Mat Dt"], "%m/%d/%Y").date(), currency=line["Curncy"], protection="Buyer" if line["Side"] == "B" else "Seller", - upfront=line["Principal"], + upfront=line["Net"], cp_code=_cdx_cp[line["Brkr"]], account_code=_fcms[line["Client FCM"]], bbg_ticket_id=line["bbg_ticket_id"], |