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Diffstat (limited to 'python/collateral_calc.py')
| -rw-r--r-- | python/collateral_calc.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 6f21f234..af9846e3 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -164,7 +164,8 @@ def baml_collateral(d): 'SER_ITRXCURVE': 'SER_ITRXCVCSH', 'SER_IGCURVE': 'SER_IGCVECSH', 'HYOPTDEL': 'HYCDSCSH', - 'IGOPTDEL': 'IGCDSCSH'}) + 'IGOPTDEL': 'IGCDSCSH', + 'SER_IGINX': 'IGTCDSCSH'}) df_margin = pd.read_csv(DAILY_DIR / "BAML_reports" / f"OTC_Moneyline_{d:%Y%m%d}.CSV", usecols=['Statement Date', 'AT CCY', 'Initial Margin Requirement'], |