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Diffstat (limited to 'python/collateral/jpm.py')
| -rw-r--r-- | python/collateral/jpm.py | 5 |
1 files changed, 5 insertions, 0 deletions
diff --git a/python/collateral/jpm.py b/python/collateral/jpm.py index 84fff107..7d4d51ad 100644 --- a/python/collateral/jpm.py +++ b/python/collateral/jpm.py @@ -82,6 +82,11 @@ def collateral(d, dawn_trades, *, fund="BowdSt", **kwargs): except IndexError: collat = 0.0 df = load_positions(pages[4]) + try: + df = pd.concat([load_positions(pages[4]), load_positions(pages[5])]) + except StopIteration: + # No TRS + df = load_positions(pages[4]) df = df.merge(dawn_trades, how="left", left_on="Deal ID", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Deal ID"] if not missing_ids.empty: |