diff options
Diffstat (limited to 'python/collateral/baml_fcm.py')
| -rw-r--r-- | python/collateral/baml_fcm.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/baml_fcm.py b/python/collateral/baml_fcm.py index 0e82c1c7..245c1a30 100644 --- a/python/collateral/baml_fcm.py +++ b/python/collateral/baml_fcm.py @@ -58,7 +58,7 @@ def collateral(d, positions, *, engine, fund="Serenitas", positions_irs, **kwarg {"NOTIONAL": "sum", "DIRTYUPFRONT": "first"} ) df = df[df.NOTIONAL != 0.0] - compare_notionals(df, positions, "BAML") + compare_notionals(df, positions, "BAML", fund) positions["dirtyupfront"] = df.reindex(positions.index)["DIRTYUPFRONT"] positions["Amount"] = positions["notional"] * positions["dirtyupfront"] positions.folder = positions.folder.replace(STRATEGY_CASH_MAPPING) |