diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/csv_headers/citco.py | 6 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 10 |
2 files changed, 8 insertions, 8 deletions
diff --git a/python/csv_headers/citco.py b/python/csv_headers/citco.py index e82f29ff..66343a1e 100644 --- a/python/csv_headers/citco.py +++ b/python/csv_headers/citco.py @@ -147,7 +147,7 @@ GIL = [ "Group_Id", "Unique Identifier", "InstrumentType", - "Underlying ID Source", + "UnderlyingIDSource", "Underlying Security Id", "Underlying ISIN", "Underlying CUSIP", @@ -202,8 +202,8 @@ GIL = [ "Seris Code", "(Blank)", "Rate Set Date", - "General Direction", - "Principal Exch TypeID", + "GeneralDirection", + "PrincipalExchTypeID", "S_P_PaymentFreqID", "S_P_CurrencyCode", "S_P_RateIndexID", diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index fde9f965..89863d13 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -1207,7 +1207,7 @@ class TrancheProduct( currency: str = field(init=False, default=None, metadata={"citco": "LocalCcy"}) instrument_type: str = field(default="CDS", metadata={"citco": "InstrumentType"}) underlying_id_source: str = field( - default="RED", metadata={"citco": "Underlying ID Source"} + default="RED", metadata={"citco": "UnderlyingIDSource"} ) committed: bool = field(default=False) id: int = field(default=None, metadata={"insert": False}) @@ -1285,7 +1285,7 @@ class SwaptionProduct( strike: float = field(metadata={"citco": "Strike Price"}) expiration: datetime.date = field(metadata={"citco": "Expiration Date"}) underlying_id_source: str = field( - default="RED", metadata={"citco": "Underlying ID Source"} + default="RED", metadata={"citco": "UnderlyingIDSource"} ) committed: bool = field(default=False) @@ -1511,9 +1511,9 @@ class TRSProduct( obj.update(d) obj["Command"] = "N" obj["Active"] = "Y" if obj["Active"] else "N" - obj["General Direction"] = "F" - obj["Principal Exch TypeID"] = 3 + obj["GeneralDirection"] = "F" + obj["PrincipalExchTypeID"] = 3 obj["Birth_date"] = obj["Birth_date"].strftime("%Y%m%d") obj["Death_date"] = obj["Death_date"].strftime("%Y%m%d") - obj["Underlying ID Source"] = "RED" + obj["UnderlyingIDSource"] = "RED" return obj |