diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/baml_isda.py | 2 |
1 files changed, 2 insertions, 0 deletions
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py index cfdb0317..c5d03c12 100644 --- a/python/collateral/baml_isda.py +++ b/python/collateral/baml_isda.py @@ -158,6 +158,8 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): except StopIteration: raise ValueError(f"no collateral data for date {report_date}") df = pd.read_excel(fname, skiprows=6, skipfooter=6) + if df.empty: + raise ValueError("empty collateral file") df = df.drop(0, axis=0) try: collateral = float(df.Notional) |