diff options
Diffstat (limited to 'python/collateral/baml_fcm.py')
| -rw-r--r-- | python/collateral/baml_fcm.py | 15 |
1 files changed, 2 insertions, 13 deletions
diff --git a/python/collateral/baml_fcm.py b/python/collateral/baml_fcm.py index 0bcccd73..6b7e6df8 100644 --- a/python/collateral/baml_fcm.py +++ b/python/collateral/baml_fcm.py @@ -1,5 +1,5 @@ from . import DAILY_DIR -from .common import compare_notionals +from .common import compare_notionals, STRATEGY_CASH_MAPPING from paramiko import Transport, SFTPClient, RSAKey import os.path import pandas as pd @@ -55,18 +55,7 @@ def collateral(d, positions, engine): compare_notionals(df, positions, "BAML") positions["dirtyupfront"] = df.reindex(positions.index)["DIRTYUPFRONT"] positions["Amount"] = positions["notional"] * positions["dirtyupfront"] - positions.folder = positions.folder.replace( - { - "HEDGE_MBS": "MBSCDSCSH", - "SER_ITRXCURVE": "SER_ITRXCVCSH", - "SER_IGCURVE": "SER_IGCVECSH", - "HYOPTDEL": "COCSH", - "IGOPTDEL": "COCSH", - "IGINX": "TCSH", - "HYINX": "TCSH", - "XOINX": "TCSH", - } - ) + positions.folder = positions.folder.replace(STRATEGY_CASH_MAPPING) def aux(row): if row.folder == "XCURVE": |