from quantlib.indexes.api import UsdLiborSwapIsdaFixAm
from quantlib.time.api import Period, Years
from yieldcurve import get_yc

class IRSwaption():
    """ adapter class for the QuantLib code"""
    def __init__(self, swap_index, option_tenor, strike, option_type="payer",
                 direction="Long", notional=10_000_000):
        self._qloption = (MakeSwaption(swap_index, option_tenor, strike).
                          withNominal(notional).
                          withUnderlyingType(SwapType[option_type.title()]))

    def from_tradeid(trade_id):
        with dbconn('dawndb') as conn:
            with conn.cursor() as c:
                c.execute("SELECT * from swaption "
                          "WHERE id = %s", (trade_id,))
                rec = c.fetchone()
        p = Period(int(rec.security_id.replace("USIDA", "")), Years)
        swap_index = UsdLiborSwapIsdaFixAm(p, yc)
        MakeSwaption(