diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/bnp.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/collateral/bnp.py b/python/collateral/bnp.py index da8a4360..5dba162b 100644 --- a/python/collateral/bnp.py +++ b/python/collateral/bnp.py @@ -47,6 +47,7 @@ def collateral( df = load_file(d, "Exposure Statement", fund) df = df[["Trade Ref", "Exposure Amount (Agmt Ccy)", "Lock Up (Agmt Ccy)"]] df["Trade Ref"] = df["Trade Ref"].str.replace("FOC-", "") + df["Trade Ref"] = df["Trade Ref"].str.replace("MBO-", "") df = df.merge(dawn_trades, how="left", left_on="Trade Ref", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Trade Ref"] if not missing_ids.empty: |