diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/gs.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/gs.py b/python/collateral/gs.py index 4b101031..694cff5e 100644 --- a/python/collateral/gs.py +++ b/python/collateral/gs.py @@ -50,7 +50,7 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): missing_ids = df.loc[df.cpty_id.isnull(), "Trade Id"] missing_ids = missing_ids[~missing_ids.str.startswith("FX")] if not missing_ids.empty: - logger.error(f"{missing_ids.tolist()} not in the database") + logger.error(f"{missing_ids.tolist()} not in the database for {fund}") # we allocate all the FX collateral to tranches df.loc[df["Transaction Type"] == "FX", "folder"] = "TCSH" df = df[["folder", "NPV (USD)", "Initial Margin Required"]] |