1 files changed, 23 insertions, 1 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py
index a7055e69..9857ae27 100644
--- a/python/external_deriv_marks.py
+++ b/python/external_deriv_marks.py
@@ -5,6 +5,7 @@ from serenitas.utils.env import DAILY_DIR
 from collateral.baml_isda import load_excel
 from collateral.citi import load_pdf, get_col
 from collateral.jpm import load_positions
+from collateral.barclays import load_file
 from serenitas.analytics.dates import next_business_day, prev_business_day
 from serenitas.analytics.utils import get_fx
 
@@ -303,6 +304,27 @@ def jpm_navs(date: datetime.date = None, fund: str = "BowdSt"):
     return df
 
 
+def barc_navs(date: datetime.date = None, fund: str = "Serenitas"):
+    if fund in ("Brinker", "BowdSt"):
+        raise ValueError
+    df = load_file(date, fund, "Exposure Report")
+    df = df[
+        [
+            "Trade Reference",
+            "Trade Date (dd/mm/yyyy)",
+            "Buy/ Sell",
+            "Notional1",
+            "Exposure (USD)",
+            "Exposure (USD)",
+            "Ind Amt (USD)",
+        ]
+    ]
+    df = df.set_index("Trade Reference")
+    df.columns = COLUMNS
+    df["date"] = date
+    return df.set_index("date", append=True).swaplevel()
+
+
 def get_ia(date: datetime.date = None, fund: str = "Serenitas"):
     date = next_business_day(date)
     glob_str = f"{date:%m%d%Y}"
@@ -368,7 +390,7 @@ if __name__ == "__main__":
     logging.basicConfig()
     logger = logging.getLogger("external_marks")
     logger.setLevel(logging.DEBUG if args.debug else logging.INFO)
-    for cp in ("MS", "CITI", "GS", "BAML", "BNP", "CS", "JPM"):
+    for cp in ("MS", "CITI", "GS", "BAML", "BNP", "CS", "JPM", "BARC"):
         for fund in ("Serenitas", "Brinker", "BowdSt", "Selene"):
             logger.info(f"{cp} at {fund}")
             try: