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Diffstat (limited to 'python/external_deriv_marks.py')
| -rw-r--r-- | python/external_deriv_marks.py | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index dc0bc666..4a5ba105 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -151,6 +151,9 @@ def bnp_navs(date: datetime.date = None, fund: str = "Serenitas"): df["Trade Ref"] = df["Trade Ref"].str.replace("MBO-", "") df = df.set_index("Trade Ref") df["Trade Date"] = pd.to_datetime(df["Trade Date"], dayfirst=True) + df["Exposure Amount"] = df["Exposure Amount"].where( + df["Notional 1 Ccy"] == "EUR", df["Exposure Amount (Agmt Ccy)"] + ) df = df[ [ "Trade Date", |