diff options
| -rw-r--r-- | python/collateral_calc.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 25c85673..7801fc75 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -49,7 +49,7 @@ def sg_collateral(d): def ms_collateral(d): df = pd.read_excel(DAILY_DIR / "MS_reports" / f"{d:%Y%m%d}.xls" ) - d = {'TRCDX': 'IG_TCDSCSH', + d = {'TRCDX': 'IGTCDSCSH', 'ABINT': 'MBSCDSCSH'} r = [] acc = 0 @@ -57,7 +57,7 @@ def ms_collateral(d): amount = df.loc[df.trade_book == k, "collat_req_in_agr_ccy"].sum() r.append((v, amount, "USD")) acc += amount - r.append(["M_CSH_CSH", -6_810_000 - acc, "USD"]) + r.append(["M_CSH_CASH", -6_810_000 - acc, "USD"]) return pd.DataFrame.from_records(r, columns=['Strategy', 'Amount', 'Currency']) def send_email(account, df_ms, df_sg): |