diff options
Diffstat (limited to 'python/collateral_calc.py')
| -rw-r--r-- | python/collateral_calc.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index bec4af54..ad223e22 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -63,8 +63,8 @@ def sg_collateral(d): strat = [] r = [] for k, v in d.items(): - r.append((v, df.loc[df['Reference Entity'].str.contains(k), - 'Collateral'].sum(), "EUR" if k == "ITRAXX" else "USD")) + r.append((v, df.loc[df['Reference Entity'].str.contains(k), 'Collateral'].sum(), + "EUR" if k == "ITRAXX" else "USD")) return pd.DataFrame.from_records(r, columns=['Strategy', 'Amount', 'Currency']) def ms_collateral(d): |