1 files changed, 59 insertions, 26 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index 3510ca75..da002aa4 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -330,17 +330,22 @@ def build_termination(
     termination_date=datetime.date.today(),
     termination_amount=None,
     termination_cp=None,
+    deal_type="CreditDefaultSwapDeal",
 ):
     """ if termination_amount is None, assume full termination
     if termination_cp is None assume termination, otherwise assignment
     """
+    if deal_type == "CreditDefaultSwapDeal":
+        table = "cds"
+    elif deal_type == "SwaptionDeal":
+        table = "swaptions"
     with dawndb.cursor() as c:
         c.execute(
-            "SELECT dealid, cp_code, notional FROM swaptions where id=%s", (dealid,)
+            f"SELECT dealid, cp_code, notional FROM {table} where id=%s", (dealid,)
         )
         dealid, cp_code, notional = c.fetchone()
         c.execute(
-            "UPDATE swaptions "
+            f"UPDATE {table} "
             "SET termination_amount=%s, termination_cp=%s, termination_fee=%s, "
             "termination_date=%s "
             "WHERE dealid=%s",
@@ -353,34 +358,62 @@ def build_termination(
             ),
         )
     dawndb.commit()
-    headers = (
-        [
-            "DealType",
-            "DealId",
-            "Action",
-            "Client",
-            "SubAction",
-            "PartialTermination",
-            "TerminationAmount",
-            "TerminationDate",
-            "FeesPaid",
-            "FeesReceived",
-            "DealFunction",
-            "Reserved",
-            "ClientReference",
-        ]
-        + ["Reserved"] * 4
-        + ["SpecialInstructions"]
-    )
+    headers = [
+        "DealType",
+        "DealId",
+        "Action",
+        "Client",
+        "SubAction",
+        "PartialTermination",
+        "TerminationAmount",
+        "TerminationDate",
+        "FeesPaid",
+        "FeesReceived",
+        "DealFunction",
+        "Reserved",
+        "ClientReference",
+    ]
+    if deal_type == "CreditDefaultSwapDeal":
+        headears += ["TradeDate", "EffectiveDate", "FirstCouponDate", "FeePaymentDate"]
+    else:
+        header += ["Reserved"] * 4
+    headers += ["SpecialInstructions"]
+
     if termination_cp is not None:
         headers += ["AssignedCounterparty"]
     else:
         headers += ["Reserved"]
-    headers += (
-        ["Reserved"] * 7 + ["GoTradeId"] + ["Reserved"] * 8 + ["InMoney", "FeeCurrency"]
-    )
+    if deal_type == "CreditDefaultSwapDeal" and termination_cp is not None:
+        headers += [
+            "AssignmentFee",
+            "AssignedFeeTradeDate",
+            "AssignedFeeValueDate",
+            "AssignedCustodian",
+            "AssignedCashAccount",
+            "Reserved",
+            "FeeCurrency",
+        ]
+    else:
+        headers += ["Reserved"] * 7
+    headers += ["GoTradeId"]
+    if deal_type == "CreditDefaultSwapDeal":
+        headers += ["FeeComments", "ZeroOutInterestCashFlows"]
+    else:
+        headers += ["Reserved"] * 2
+    headers += ["Reserved"] * 4
+    if deal_type == "SwaptionDeal":
+        headers += ["Reserved"] * 2 + ["InMoney", "FeeCurrency"]
+    elif deal_type == "CreditDefaultSwapDeal":
+        if termination_cp is None:
+            headers += ["Reserved"] * 3
+        else:
+            headers += ["AssignedDealFunction"] + ["Reserved"] * 2
+        headers += ["InitialMargin", "InitialMarginCurrency"]
+        if termination_cp is None:
+            headers += ["Reserved"] * 4 + ["CreditEventOccured"]
+
     d = {
-        "DealType": "SwaptionDeal",
+        "DealType": deal_type,
         "DealId": dealid,
         "Action": "Update",
         "Client": "Serenitas",
@@ -399,7 +432,7 @@ def build_termination(
     csvwriter.writeheader()
     csvwriter.writerow(d)
     timestamp = datetime.datetime.now()
-    trade_type = "SwaptionDealA" if termination_cp is not None else "SwaptionDealT"
+    trade_type = f"{deal_type}A" if termination_cp is not None else f"{deal_type}T"
     file_path = (
         base_dir
         / str(timestamp.date())