diff options
Diffstat (limited to 'python/collateral/ms.py')
| -rw-r--r-- | python/collateral/ms.py | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/python/collateral/ms.py b/python/collateral/ms.py index 61e0346d..5a56d88f 100644 --- a/python/collateral/ms.py +++ b/python/collateral/ms.py @@ -70,6 +70,9 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): except FileNotFoundError: # We don't always have FX files pass # df = df.dropna(subset=["trade_ccy"]) + # The accrued amount we called back from MS is now marked as an exposure. + # Let me just ignore these for now + df = df[df["trade_id"] != "52TGNSU"] 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"] if not missing_ids.empty: |