diff options
Diffstat (limited to 'python/collateral/ms.py')
| -rw-r--r-- | python/collateral/ms.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/collateral/ms.py b/python/collateral/ms.py index 5a56d88f..3ab37e30 100644 --- a/python/collateral/ms.py +++ b/python/collateral/ms.py @@ -65,7 +65,8 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df_fx.loc[df_fx.buy_ccy == "EUR", "amt_buy_ccy"].sum() - df_fx.loc[df_fx.sell_ccy == "EUR", "amt_sell_ccy"].sum() ) - fx_ia = net_fx_exposure * 0.05 * get_fx(d, "EUR") + _ia = {"Serenitas": 0.05, "BowdSt": 0.1, "Selene": 0.1} + fx_ia = net_fx_exposure * _ia[fund] * get_fx(d, "EUR") df = pd.concat([df, df_fx]) except FileNotFoundError: # We don't always have FX files pass |