diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/position_file_bowdst.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/position_file_bowdst.py b/python/position_file_bowdst.py index 715aff7a..0a968a40 100644 --- a/python/position_file_bowdst.py +++ b/python/position_file_bowdst.py @@ -253,15 +253,16 @@ with dawndb.cursor() as c: obj["MTM Valuation"] = obj["clean_nav"] + obj["accrued"] obj["COB Date"] = date obj["Clearing House Name"] = "ICE" + obj["FixedRate"] = obj["coupon"] * 100 rename_keys( obj, { - "coupon": "FixedRate", "effectivedate": "Effective Date", "maturity": "Maturity Date", "security_id": "Underlying (ISIN / CUSP / RED CODES)", "security_desc": "Underlying Desc", }, ) + otc_trades.append(obj) process_upload(otc_trades, "otc") |