diff options
Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 27 |
1 files changed, 19 insertions, 8 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 45927ff2..acb15109 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -122,7 +122,14 @@ def baml_navs(date: datetime.date = None, fund: str = "Serenitas"): df = load_excel(fname) df = df.set_index(["Market Value Date", "Trade ID"]) df = df[ - ["Trade Date", "Buy/Sell", "Notional 1", "local_nav", "base_nav", "ia",] + [ + "Trade Date", + "Buy/Sell", + "Notional 1", + "local_nav", + "base_nav", + "ia", + ] ] df.columns = COLUMNS dfs.append(df) @@ -254,14 +261,18 @@ def jpm_navs(date: datetime.date = None, fund: str = "BowdSt"): pages = load_pdf(fname, pages=True) df = load_positions(pages[4]) df = df[ - ["Deal ID", - "Trade Date", - "Long/ Short", - "Pay Notional", - "MTM Amount", - "MTM Amount", - "IM Amount"]] + [ + "Deal ID", + "Trade Date", + "Long/ Short", + "Pay Notional", + "MTM Amount", + "MTM Amount", + "IM Amount", + ] + ] df = df.set_index("Deal ID") + df["IM Amount"] *= -1.0 df.columns = COLUMNS date = datetime.datetime.strptime(fname.stem.split("-")[2], "%y%m%d").date() d[date] = df |