diff options
Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index e55d6b27..7728b28e 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -81,7 +81,7 @@ def baml_navs(date: datetime.date = None): f"Interest Rates Trade Summary_{glob_str}.xls" ): date = datetime.datetime.strptime(fname.stem.split("_")[1], "%d-%b-%Y") - df = pd.read_excel(fname, skiprows=6, nrows=1) + df = pd.read_excel(fname, skiprows=6, nrows=3) df = df.set_index("Trade ID") df = df[["Trade Date", "Flow Direction", "Notional", "MTM(USD)"]] df.columns = ["trade_date", "buy/sell", "notional", "nav"] |