diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/process_queue.py | 13 |
1 files changed, 11 insertions, 2 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 2b90df9a..6ca2b800 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -298,8 +298,13 @@ HEADERS = { def get_headers(trade_type, fund): headers = HEADERS[trade_type] - if trade_type == "bond" and fund == "BOWDST": - return headers + ["PrincipalPayment", "AccruedPayment", "CurrentFace"] + if fund == "BOWDST": + if trade_type == "bond": + return headers + ["PrincipalPayment", "AccruedPayment", "CurrentFace"] + elif trade_type == "swaption": + return headers + ["OptionType"] + else: + return headers else: return headers @@ -757,6 +762,10 @@ def swaption_trade_process(conn, session, trade): return trade else: trade["factor"] = factor + if trade["option_type"] == "RECEIVER": + trade["OptionType"] = "Call" + elif trade["OptionType"] == "PAYER": + trade["OptionType"] = "Put" return trade |