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Diffstat (limited to 'python/collateral/baml_isda.py')
| -rw-r--r-- | python/collateral/baml_isda.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py index aaf5768c..b53cdaa6 100644 --- a/python/collateral/baml_isda.py +++ b/python/collateral/baml_isda.py @@ -1,6 +1,7 @@ from . import DAILY_DIR from bs4 import BeautifulSoup from io import BytesIO +from pandas.tseries.offsets import BDay import logging import pandas as pd import pathlib @@ -113,6 +114,7 @@ def collateral(d, dawn_trades, *args): df = pd.read_excel(fname, skiprows=6, skipfooter=6) df = df.drop(0, axis=0) collateral = float(df.Notional) + d -= BDay() fname = REPORTS_DIR / f"Interest Rates Trade Summary_{d:%d-%b-%Y}.xls" # TODO: make more robust df = baml_load_excel(fname) |