diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/citi.py | 7 |
1 files changed, 6 insertions, 1 deletions
diff --git a/python/collateral/citi.py b/python/collateral/citi.py index 7433547a..23bcc60d 100644 --- a/python/collateral/citi.py +++ b/python/collateral/citi.py @@ -63,11 +63,16 @@ def get_total_collateral(d: datetime.date, fund="Serenitas"): col3 = (top, bottom, 530, 600) initial_margin = get_df(l, col1, col2, col3) + try: + net_im = -initial_margin.loc["Non Reg IM Requirement Due Customer", "amount"] + except KeyError: + net_im = -initial_margin.loc["Non Reg IM Requirement Due Citi", "amount"] + return ( variation_margin.loc["VM Total Collateral", "amount"], initial_margin.loc["Non Reg IM Total Collateral", "amount"], -variation_margin.loc["Regulatory VM Requirement", "amount"], - -initial_margin.loc["Non Reg IM Requirement Due Customer", "amount"], + net_im, ) |