diff options
Diffstat (limited to 'python/load_globeop_report.py')
| -rw-r--r-- | python/load_globeop_report.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/load_globeop_report.py b/python/load_globeop_report.py index e5b50ed7..2c869631 100644 --- a/python/load_globeop_report.py +++ b/python/load_globeop_report.py @@ -131,7 +131,10 @@ def read_cds_report(f): df.columns = df.columns.str.lower().str.replace(" ", "_") df2.columns = df2.columns.str.lower().str.replace(" ", "_") df.calendar = df.calendar.str.replace(" ", "") - df = df.rename(columns={"direction": "buy/sell"}) + + df = df.rename( + columns={"direction": "buy/sell", "original_face_amount": "original_notional"} + ) df.roll_convention = df.roll_convention.str.title() df = df[df.strategy != "SER_TEST"] df.loc[df.strategy == "SERCGMAST__MBSCDS", "strategy"] = "MBSCDS" |