diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/common.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/common.py b/python/collateral/common.py index d4e9601b..efce18a8 100644 --- a/python/collateral/common.py +++ b/python/collateral/common.py @@ -60,7 +60,7 @@ def compare_notionals(df: pd.DataFrame, positions: pd.DataFrame, fcm: str) -> No def get_bilateral_trades(d: datetime.date, fund: str, engine: Engine) -> pd.DataFrame: df_cds = pd.read_sql_query( "SELECT cpty_id, folder, initial_margin_percentage * abs(notional) / 100 as IA " - "FROM list_cds(%s::date, %s) " + "FROM list_cds2(%s::date, %s) " "WHERE cp_code IS NOT NULL", # that way we get all tranches + the ABS_CDS engine, params=(d, fund), |