diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/__main__.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/collateral/__main__.py b/python/collateral/__main__.py index 900d2138..143933a6 100644 --- a/python/collateral/__main__.py +++ b/python/collateral/__main__.py @@ -97,6 +97,7 @@ for fund in ("Serenitas", "Brinker", "BowdSt"): dawn_engine, params=(workdate, fcm_mapping[fcm], fund_mapping[fund]), index_col=["security_id", "maturity"], + parse_dates=["maturity"], ) df[(fund, fcm.upper())] = run_collateral( fcm, fund, positions, workdate, dawn_engine |