2 files changed, 78 insertions, 0 deletions
diff --git a/python/headers.py b/python/headers.py
index 85aebcae..6fb4a41f 100644
--- a/python/headers.py
+++ b/python/headers.py
@@ -11,6 +11,7 @@ class DealType(Enum):
     FxSwap = "FXSWAP"
     Fx = "FX"
     TRS = "TRS"
+    IRS = "IRS"
 
 
 HEADERS_PRE = [
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py
index e80e40d4..713e9775 100644
--- a/python/trade_dataclasses.py
+++ b/python/trade_dataclasses.py
@@ -913,3 +913,80 @@ class TRSDeal(
         obj["Custodian"] = "BAC"
         obj.update(d)
         return obj
+
+
+@dataclass
+class IRSDeal(
+    # MTMDeal,
+    Deal,
+    deal_type=DealType.IRS,
+    table_name="irs",
+    insert_ignore=("id", "dealid", "orig_cp", "product_type"),
+):
+    fund: str = field(
+        metadata={"mtm": "Account Abbreviation"},
+    )
+    portfolio: str = field(metadata={"globeop": "Portfolio"})
+    folder: str = field(metadata={"globeop": "Strategy"})
+    cash_account: str
+    cp_code: str = field(metadata={"globeop": "Counterparty"})
+    trade_date: datetime.date = field(metadata={"globeop": "TradeDate"})
+    effective_date: datetime.date
+    maturity_date: datetime.date
+    payreceive: bool
+    fixed_rate: float
+    fixed_daycount: str
+    fixed_payment_freq: str
+    fixed_bdc: str
+    notional: float
+    float_index: str
+    float_daycount: str
+    float_payment_freq: str
+    float_bdc: str
+    float_arrears: bool
+    float_fixing_freq: str
+    pay_interest_calc_method: str
+    clearing_facility: str
+    swap_type: str
+    cleared_trade_id: str
+    id: int = field(default=None, metadata={"insert": False})
+    dealid: str = field(default=None, metadata={"insert": False, "mtm": "Swap ID"})
+
+    def to_globeop(self):
+        obj = self.serialize("globeop")
+        if obj["payreceive"]:
+            key1, key2 = "Receive", "Pay"
+        else:
+            key1, key2 = "Pay", "Receive"
+        d = {
+            f"{key1}LegRateType": "Floating",
+            f"{key1}FloatRate": obj["float_index"],
+            f"{key1}Daycount": obj["float_daycount"],
+            f"{key1}Frequency": obj["float_payment_freq"],
+            f"{key1}PaymentBDC": obj["float_bdc"],
+            f"{key1}EffectiveDate": obj["effective_date"],
+            f"{key1}MaturityDate": obj["maturity_date"],
+            f"{key1}Notional": obj["notional"],
+            f"{key1}ResetArrears": "Y" if obj["float_arrears"] else "N",
+            f"{key1}Currency": obj["currency"],
+            f"{key1}FixingFrequency": obj["float_fixing_freq"],
+            f"{key1}InterestCalcMethod": obj["pay_interest_calc_method"],
+            f"{key1}LegRateType": "Fixed",
+            f"{key1}FixedRate": obj["fixed_rate"],
+            f"{key1}Daycount": obj["fixed_daycount"],
+            f"{key1}Frequency": obj["fixed_payment_freq"],
+            f"{key1}PaymentBDC": obj["fixed_bdc"],
+            f"{key1}EffectiveDate": obj["effective_date"],
+            f"{key1}MaturityDate": obj["maturity_date"],
+            f"{key1}Notional": obj["notional"],
+            f"{key1}Currency": obj["currency"],
+        }
+        obj["SwapType"] = "OIS_SWAP"
+        obj["DealType"] = "InterestRateSwapDeal"
+        obj["Action"] = "NEW"  # Need to figure this out
+        obj["Client"] = "Serenitas"
+        obj["State"] = "Valid"
+        obj["Custodian"] = "BOMLCM"
+        obj["ClearingFacility"] = "LCH_LTD"
+        obj.update(d)
+        return obj