diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/trade_dataclasses.py | 26 |
1 files changed, 18 insertions, 8 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 1441be8f..ecdadd86 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -722,16 +722,20 @@ class SwaptionDeal( insert_ignore=("id", "dealid"), ): buysell: bool - fund: Fund = field(metadata={"mtm": "Account Abbreviation"}) - cp_code: str = field(metadata={"mtm": "Broker Id"}) + fund: Fund = field(metadata={"mtm": "Account Abbreviation", "citco": "Fund"}) + cp_code: str = field(metadata={"mtm": "Broker Id", "citco": "ExecutionBroker"}) security_id: str = field(metadata={"mtm": "RED"}) - security_desc: str + security_desc: str = field(metadata={"citco": "ExecutionBroker"}) maturity: datetime.date = field(metadata={"mtm": "Maturity Date"}) - currency: Ccy = field(metadata={"mtm": "Currency Code"}) - notional: float = field(metadata={"mtm": "1st Leg Notional"}) + currency: Ccy = field( + metadata={"mtm": "Currency Code", "citco": "SecurityDescription"} + ) + notional: float = field( + metadata={"mtm": "1st Leg Notional", "citco": "SecurityCurrency"} + ) fixed_rate: float = field(metadata={"mtm": "1st Leg Rate"}) strike: float = field(metadata={"mtm": "Strike Price"}) - price: float + price: float = field(metadata={"citco": "AvgPrice"}) option_type: OptionType expiration_date: datetime.date = field(metadata={"mtm": "Expiration"}) portfolio: Portfolio = field(default=None) @@ -741,7 +745,7 @@ class SwaptionDeal( ) settle_date: datetime.date = field( default_factory=lambda: next_business_day(datetime.date.today()), - metadata={"mtm": "Settle Date"}, + metadata={"mtm": "Settle Date", "citco": "SettlementPrice"}, ) expiration_date: datetime.date = field( metadata={"mtm": "Swaption Expiration Date"}, @@ -750,7 +754,10 @@ class SwaptionDeal( default=None, metadata={"mtm": "Independent Amount (%)"} ) id: int = field(default=None, metadata={"insert": False}) - dealid: str = field(default=None, metadata={"insert": False, "mtm": "Swap ID"}) + dealid: str = field( + default=None, + metadata={"insert": False, "mtm": "Swap ID", "citco": "ClientOrderID"}, + ) def to_markit(self): obj = self.serialize("mtm") @@ -777,6 +784,9 @@ class SwaptionDeal( obj["Effective Date"] = obj["Trade Date"] return obj + def to_citco(self): + obj = self.serialize("citco") + @dataclass class TerminationDeal( |