diff options
| -rw-r--r-- | python/collateral/wells.py | 2 | ||||
| -rw-r--r-- | python/external_deriv_marks.py | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/python/collateral/wells.py b/python/collateral/wells.py index 3603bbe9..52a9165c 100644 --- a/python/collateral/wells.py +++ b/python/collateral/wells.py @@ -94,7 +94,7 @@ def collateral(d, positions, engine): df["BUY_SELL"] = 1 df.loc[df.Fixed_Rate_Notional_Buy.isnull(), "BUY_SELL"] = 2 del df["Fixed_Rate_Notional_Buy"] - df = df[df.TRADE_PRICE != 0.0] + # df = df[df.TRADE_PRICE != 0.0] del df["TRADE_PRICE"] df["NOTIONAL"] = df.NOTIONAL.where(df.BUY_SELL == 1, -df.NOTIONAL).astype("float") df["DIRTYUPFRONT"] = df.MARKET_VALUE_NPV / df.NOTIONAL diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index e55d6b27..7728b28e 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -81,7 +81,7 @@ def baml_navs(date: datetime.date = None): f"Interest Rates Trade Summary_{glob_str}.xls" ): date = datetime.datetime.strptime(fname.stem.split("_")[1], "%d-%b-%Y") - df = pd.read_excel(fname, skiprows=6, nrows=1) + df = pd.read_excel(fname, skiprows=6, nrows=3) df = df.set_index("Trade ID") df = df[["Trade Date", "Flow Direction", "Notional", "MTM(USD)"]] df.columns = ["trade_date", "buy/sell", "notional", "nav"] |