diff options
Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 10 |
1 files changed, 1 insertions, 9 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index d14bf305..dc7c12fd 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -97,15 +97,7 @@ def baml_navs(date: datetime.date = None): ): df = load_excel(fname) df = df.set_index(["Market Value Date", "Trade ID"]) - df = df[ - [ - "Trade Date", - "Buy/Sell", - "Notional 1", - "MTM(USD)", - "Cpty Independent Amount", - ] - ] + df = df[["Trade Date", "Buy/Sell", "Notional 1", "MTM(USD)", "ia",]] df.columns = ["trade_date", "buy/sell", "notional", "nav", "ia"] dfs.append(df) return pd.concat(dfs) |