diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 35c28663..d3538737 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -46,9 +46,9 @@ HEADERS = {'bond_trades':['Deal Type', 'Deal ID', 'Action', 'Client', 'Reserved' 'BlockAmount', 'NettingId', 'AnnouncementDate', 'ExecTS', 'DefaultProbability', 'ClientMargin', 'Factor', 'ISDADefinition'], 'swaption_trades': [ - 'Deal Type', 'Deal Id','Action', 'Client', 'Portfolio', + 'Deal Type', 'Deal ID','Action', 'Client', 'Fund', 'Portfolio', 'Folder', 'Custodian', 'Cash Account', 'Counterparty', 'Comments', - 'State', 'TradeDate', 'Reserved', 'Reserved', 'Reserved', + 'State', 'Trade Date', 'Reserved', 'Reserved', 'Reserved', 'Notional', 'PremiumSettlementDate', 'ExpirationDate', 'PremiumCurrency', 'PercentageOfPremium', 'ExerciseType', 'Reserved', 'SettlementMode', 'SettlementRate', 'Transaction Indicator', @@ -184,6 +184,10 @@ def build_line(obj, queue_name='bond_trades'): obj[direction + 'MaturityDate'] = obj['MaturityDate'] obj[direction + 'Currency'] = obj['Currency'] obj[direction + 'Notional'] = obj['Notional'] + obj['PremiumCurrency'] = obj['Currency'] + obj['InitialMarkinPercentage'] = obj.pop('initial_margin_percentage') + if obj['InitialMarkinPercentage']: + obj['InitialMarginCurrency'] = obj['Currency'] obj['SwapType'] = 'CD_INDEX_OPTION' obj['UnderlyingInstrument'] = obj.pop('UnderlyingSecurityID') obj['Strike'] = obj.pop('strike') |