diff options
Diffstat (limited to 'python/collateral/__main__.py')
| -rw-r--r-- | python/collateral/__main__.py | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index ade60c21..69c4ee12 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -47,7 +47,7 @@ cp_dict = { "isda_cps": ("citi", "baml_isda", "ms", "gs", "bnp", "cs"), }, "Brinker": {"fcms": (), "isda_cps": ("ms", "gs")}, - "BowdSt": {"fcms": (), "isda_cps": ("ms", "bnp", "gs", "baml_isda")}, + "BowdSt": {"fcms": ("gs_fcm",), "isda_cps": ("ms", "bnp", "gs", "baml_isda")}, } @@ -70,7 +70,7 @@ def run_collateral(cp, fund, positions, workdate, engine): df = {} -fcm_mapping = {"baml_fcm": "BAML", "wells": "WF"} +fcm_mapping = {"baml_fcm": "BAML", "wells": "WF", "gs_fcm": "GS"} fund_mapping = {"Serenitas": "SERCGMAST", "Brinker": "BRINKER", "BowdSt": "BOWDST"} for fund in ("Serenitas", "Brinker", "BowdSt"): @@ -81,9 +81,9 @@ for fund in ("Serenitas", "Brinker", "BowdSt"): positions = pd.read_sql_query( "SELECT security_id, security_desc, maturity, " "folder, notional, currency " - "FROM list_cds_positions_by_strat_fcm(%s, %s)", + "FROM list_cds_positions_by_strat_fcm(%s, %s, %s)", dawn_engine, - params=(args.workdate.date(), fcm_mapping[fcm]), + params=(args.workdate.date(), fcm_mapping[fcm], fund_mapping[fund]), index_col=["security_id", "maturity"], ) df[(fund, fcm.upper())] = run_collateral( |