diff options
Diffstat (limited to 'python/pnl_explain.py')
| -rw-r--r-- | python/pnl_explain.py | 6 |
1 files changed, 2 insertions, 4 deletions
diff --git a/python/pnl_explain.py b/python/pnl_explain.py index d5658c42..b52c6b52 100644 --- a/python/pnl_explain.py +++ b/python/pnl_explain.py @@ -262,9 +262,7 @@ def get_bond_pv( ) positions = pd.concat(dfs, names=["date", "identifier"]) notionals = pd.concat(dfs_1, names=["date", "identifier"]) - positions = positions.merge( - notionals, how="left", left_index=True, right_index=True - ) + positions = positions.join(notionals) positions[["usd_market_value", "int_acc"]] -= positions.groupby(level="identifier")[ ["usd_market_value", "int_acc"] ].shift(fill_value=0.0) @@ -293,7 +291,7 @@ def get_bond_pv( if asset_class is not None: trades = trades[trades.asset_class == asset_class] trades.drop("asset_class", axis=1, inplace=True) - df = pd.concat([positions, cashflows, trades], axis=1) + df = positions.join([cashflows, trades]) df.interest *= df.notional / 100 df.principal *= df.notional / 100 return df |