diff options
Diffstat (limited to 'python/collateral/gs.py')
| -rw-r--r-- | python/collateral/gs.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/collateral/gs.py b/python/collateral/gs.py index c505a28a..a011259f 100644 --- a/python/collateral/gs.py +++ b/python/collateral/gs.py @@ -29,8 +29,10 @@ def load_file(d, pattern): def collateral(d, dawn_trades, *args): df = load_file(d, "Collateral_Detail") + df = df.dropna(subset=["Quantity"]) collateral = float(df.Quantity) df = load_file(d, "Trade_Detail") + df = df.dropna(subset=["GS Entity"]) df = df[["Trade Id", "Transaction Type", "NPV (USD)", "Initial Margin Required"]] df = df.merge(dawn_trades, how="left", left_on="Trade Id", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Trade Id"] |