diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/headers.py | 2 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/python/headers.py b/python/headers.py index b2037996..19ef3f8d 100644 --- a/python/headers.py +++ b/python/headers.py @@ -613,7 +613,7 @@ HEADERS = { "Reserved", "PaySpread", "PayFixingFrequency", - "PayInterstCalcMethod", + "PayInterestCalcMethod", "Reserved", "GiveUpCounterparty", "ReceiveStubLocation", diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 7d45af0e..3b56b5e0 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1057,7 +1057,7 @@ class IRSDeal( f"{key1}ResetArrears": "Y" if obj["float_arrears"] else "N", f"{key1}Currency": obj["currency"], f"{key1}FixingFrequency": obj["float_fixing_freq"], - f"{key1}InterstCalcMethod": obj["pay_interest_calc_method"], + f"{key1}InterestCalcMethod": obj["pay_interest_calc_method"], f"{key2}LegRateType": "Fixed", f"{key2}FixedRate": obj["fixed_rate"], f"{key2}Daycount": obj["fixed_daycount"], |