diff options
Diffstat (limited to 'python/collateral')
| -rw-r--r-- | python/collateral/baml_isda.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py index 6cc14dda..9c2ae919 100644 --- a/python/collateral/baml_isda.py +++ b/python/collateral/baml_isda.py @@ -67,7 +67,8 @@ def collateral(d, dawn_trades, *args): / "BAML_ISDA_reports" / f"Interest Rates Trade Summary_{d:%d-%b-%Y}.xls" ) - df = pd.read_excel(fname, skiprows=6, skipfooter=102) + # TODO: make more robust + df = pd.read_excel(fname, skiprows=6, nrows=1) df = df[["Trade ID", "MTM(USD)"]] df["Trade ID"] = df["Trade ID"].astype("str") df = df.merge(dawn_trades, how="left", left_on="Trade ID", right_on="cpty_id") |