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Diffstat (limited to 'python/collateral/baml_isda.py')
| -rw-r--r-- | python/collateral/baml_isda.py | 7 |
1 files changed, 6 insertions, 1 deletions
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py index b02e8889..e24f2f77 100644 --- a/python/collateral/baml_isda.py +++ b/python/collateral/baml_isda.py @@ -123,7 +123,12 @@ def load_excel(fname): rows = [] while s.cell(i, 0).ctype != xlrd.XL_CELL_DATE: content = s.cell(i, 0).value - if content == "" or content.startswith("Credit") or content.startswith("FX"): + if ( + content == "" + or content.startswith("Credit") + or content.startswith("FX") + or content.startswith("NOP") + ): i += 1 continue r = [] |