diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/headers.py | 4 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 4 |
2 files changed, 4 insertions, 4 deletions
diff --git a/python/headers.py b/python/headers.py index 0ccf18fc..c3f9844d 100644 --- a/python/headers.py +++ b/python/headers.py @@ -592,10 +592,10 @@ HEADERS = { "PayFixedRate", "PayDaycount", "PayFrequency", - "PayPaymentBDC[Previously PaymentRollConv]", + "PayPaymentBDC", "PayEffectiveDate", "PayMaturityDate", - "Pay Notional", + "PayNotional", "PayResetArrears", "Reserved", "Reserved", diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 4050a84c..e480067e 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1013,7 +1013,7 @@ class IRSDeal( portfolio: str = field(metadata={"globeop": "Portfolio"}) folder: str = field(metadata={"globeop": "Folder"}) cash_account: str - cp_code: str = field(metadata={"globeop": "Counterparty"}) + cp_code: str = field(metadata={"globeop": "GiveUpCounterparty"}) trade_date: datetime.date = field(metadata={"globeop": "Trade Date"}) effective_date: datetime.date maturity_date: datetime.date @@ -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}InterestCalcMethod": obj["pay_interest_calc_method"], + f"{key1}InterstCalcMethod": obj["pay_interest_calc_method"], f"{key2}LegRateType": "Fixed", f"{key2}FixedRate": obj["fixed_rate"], f"{key2}Daycount": obj["fixed_daycount"], |