adj rate cap to be backward compatible

yellowbean · Nov 18, 2023 · 1bea5fc · 1bea5fc
1 parent 9f85c7b
commit 1bea5fc
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Showing 3 changed files with 4 additions and 4 deletions.
diff --git a/absbox/deal.py b/absbox/deal.py
@@ -70,12 +70,12 @@ def mkDeal(x:dict,preCheck=True):
         ,collection
         ,liqFacility
         ,rateSwap
-        ,rateCap
         ,currencySwap
         ,trigger
         ,status
         ,None
         ,ledgers
+        ,rateCap
     )
 
     errors, warnings = ([], [])

diff --git a/absbox/local/component.py b/absbox/local/component.py
@@ -625,15 +625,14 @@ def mkRateSwap(x):
 def mkRateCap(x):
     match x:
         case {"index": index, "strike": strike, "base": base, "start": sd
-              , "end": ed, "settleDates": dp, "balance": bal, "rate": r, **p}:
+              , "end": ed, "settleDates": dp, "rate": r, **p}:
             return {"rcIndex": index,
-                    "rcStrikeRate": mkTs(strike),
+                    "rcStrikeRate": mkTs("IRateCurve", strike),
                     "rcNotional": mkRsBase(base),
                     "rcStartDate": sd,
                     "rcSettleDates": mkDatePattern(dp),
                     "rcEndDate": ed,
                     "rcReceivingRate": r,
-                    "rcRefBalance": bal,
                     "rcLastStlDate": p.get("lastSettleDate", None),
                     "rcNetCash": p.get("netcash", 0),
                     "rcStmt": p.get("stmt", None)

diff --git a/absbox/local/generic.py b/absbox/local/generic.py
@@ -85,6 +85,7 @@ def read(resp):
                      , 'accounts': ('accStmt' , english_acc_flow_fields_d , "account")
                      , 'liqProvider': ('liqStmt', english_liq_flow_fields_d, "")
                      , 'rateSwap': ('rsStmt', english_rs_flow_fields_d, "")
+                     , 'rateCap': ('rcStmt', english_rs_flow_fields_d, "")
                      , 'ledgers': ('ledgStmt', english_ledger_flow_fields_d, "")
                      }
         deal_content = resp[0]['contents']