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Diffstat (limited to 'python/collateral/common.py')
| -rw-r--r-- | python/collateral/common.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index 8e6ec4ab..96f673c2 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -57,7 +57,7 @@ def get_bilateral_trades(d: datetime.date, fund: str, engine: Engine) -> pd.Data df_cds = pd.read_sql_query( "SELECT cpty_id, folder, initial_margin_percentage * abs(notional) / 100 as IA " "FROM list_cds(%s::date, %s) " - "WHERE orig_attach IS NOT NULL", + "WHERE cp_code IS NOT NULL", # that way we get all tranches + the ABS_CDS engine, params=(d, fund), ) |