diff options
Diffstat (limited to 'python/collateral/__main__.py')
| -rw-r--r-- | python/collateral/__main__.py | 9 |
1 files changed, 7 insertions, 2 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index 8351d881..294b26e8 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -95,7 +95,12 @@ def run_collateral(cp, fund, positions, positions_rates, workdate, engine): df = {} -fcm_mapping = {"baml_fcm": "BAML", "wells": "WF", "gs_fcm": "GS"} +fcm_mapping = { + ("baml_fcm", "Serenitas"): "BAML", + ("wells", "Serenitas"): "WF", + ("gs_fcm", "BowdSt"): "GS", + ("baml_fcm", "Selene"): "BOAFC", +} fund_mapping = { "Serenitas": "SERCGMAST", "Brinker": "BRINKER", @@ -111,7 +116,7 @@ for fund in funds: "folder, notional, currency " "FROM list_cds_positions_by_strat_fcm(%s, %s, %s)", dawn_engine, - params=(workdate, fcm_mapping[fcm], fund_mapping[fund]), + params=(workdate, fcm_mapping[fcm, fund], fund_mapping[fund]), index_col=["security_id", "maturity"], parse_dates=["maturity"], ) |