diff options
Diffstat (limited to 'python/collateral/wells.py')
| -rw-r--r-- | python/collateral/wells.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/wells.py b/python/collateral/wells.py index 3603bbe9..52a9165c 100644 --- a/python/collateral/wells.py +++ b/python/collateral/wells.py @@ -94,7 +94,7 @@ def collateral(d, positions, engine): df["BUY_SELL"] = 1 df.loc[df.Fixed_Rate_Notional_Buy.isnull(), "BUY_SELL"] = 2 del df["Fixed_Rate_Notional_Buy"] - df = df[df.TRADE_PRICE != 0.0] + # df = df[df.TRADE_PRICE != 0.0] del df["TRADE_PRICE"] df["NOTIONAL"] = df.NOTIONAL.where(df.BUY_SELL == 1, -df.NOTIONAL).astype("float") df["DIRTYUPFRONT"] = df.MARKET_VALUE_NPV / df.NOTIONAL |