diff options
Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 4f6eb3bf..30a4c3db 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -2,6 +2,7 @@ import datetime import pandas as pd import re from env import DAILY_DIR +from risk.baml_isda import baml_load_excel def gs_navs(date: datetime.date = None): @@ -81,7 +82,7 @@ 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=3) + df = baml_load_excel(fname) df = df.set_index("Trade ID") df = df[["Trade Date", "Flow Direction", "Notional", "MTM(USD)"]] df.columns = ["trade_date", "buy/sell", "notional", "nav"] |