diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/trade_dataclasses.py | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 7b2296c4..0af16876 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -609,7 +609,9 @@ class TerminationDeal( metadata={"mtm": "Settle Date", "globeop": "FeePaymentDate"} ) termination_cp: str = field(metadata={"mtm": "Broker Id"}) - termination_amount: float = field(metadata={"mtm": "1st Leg Notional"}) + termination_amount: float = field( + metadata={"mtm": "1st Leg Notional", "globeop": "TerminationAmount"} + ) termination_date: datetime.date = field( default_factory=datetime.date.today(), metadata={"mtm": "Trade Date", "globeop": "TerminationDate"}, @@ -691,6 +693,7 @@ class TerminationDeal( return obj def to_globeop(self): + self.termination_amount *= self.factor obj = self.serialize("globeop") obj["FeesPaid"] = ( -obj["termination_fee"] if obj["termination_fee"] < 0 else None @@ -698,7 +701,6 @@ class TerminationDeal( obj["FeesReceived"] = ( obj["termination_fee"] if obj["termination_fee"] > 0 else None ) - obj["TerminationAmount"] = obj["termination_amount"] * obj["factor"] obj["Action"] = "UPDATE" obj["Client"] = _client_name[obj["fund"]] obj["SubAction"] = "Termination" |