diff options
Diffstat (limited to 'python/collateral/__main__.py')
| -rw-r--r-- | python/collateral/__main__.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index b491265e..e270dc58 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -131,11 +131,11 @@ for fund in funds: parse_dates=["maturity"], ) positions_rates = pd.read_sql_query( - "SELECT maturity_date, (fixed_rate /100)::NUMERIC(4, 4) as fixed_rate, currency, roll_day, notional, folder " + "SELECT maturity_date, (fixed_rate /100)::NUMERIC(4, 4) as fixed_rate, float_index, currency, roll_day, notional, folder " "FROM list_ir_positions(%s, %s) ", dawn_engine, params=(fund_mapping[fund], workdate), - index_col=["maturity_date", "fixed_rate", "roll_day"], + index_col=["maturity_date", "fixed_rate", "roll_day", "float_index"], parse_dates=["maturity_date"], ) df[(fund, fcm.upper())] = run_collateral( |