diff options
Diffstat (limited to 'python/collateral/wells.py')
| -rw-r--r-- | python/collateral/wells.py | 15 |
1 files changed, 2 insertions, 13 deletions
diff --git a/python/collateral/wells.py b/python/collateral/wells.py index e4176ed0..d27274c9 100644 --- a/python/collateral/wells.py +++ b/python/collateral/wells.py @@ -1,7 +1,7 @@ import pandas as pd import socket from . import DAILY_DIR -from .common import compare_notionals +from .common import compare_notionals, STRATEGY_CASH_MAPPING from paramiko import Transport, SFTPClient from sqlalchemy.exc import IntegrityError from ssh2.session import Session @@ -102,18 +102,7 @@ def collateral(d, positions, engine): compare_notionals(df, positions, "Wells") positions = positions.join(df, how="left") positions["Amount"] = positions["notional"] * positions["DIRTYUPFRONT"] - positions.folder = positions.folder.replace( - { - "HEDGE_MBS": "MBSCDSCSH", - "SER_ITRXCURVE": "SER_ITRXCVCSH", - "SER_IGCURVE": "SER_IGCVECSH", - "HYOPTDEL": "COCSH", - "IGOPTDEL": "COCSH", - "IGINX": "TCSH", - "HYINX": "TCSH", - "XOINX": "TCSH", - } - ) + positions.folder = positions.folder.replace(STRATEGY_CASH_MAPPING) def aux(row): if row.folder == "XCURVE": |