diff options
Diffstat (limited to 'python/position_file_bowdst.py')
| -rw-r--r-- | python/position_file_bowdst.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/position_file_bowdst.py b/python/position_file_bowdst.py index 5f2b6916..7aba0937 100644 --- a/python/position_file_bowdst.py +++ b/python/position_file_bowdst.py @@ -277,7 +277,7 @@ def positions_otc(positions, conn, date): obj["Unique Deal ID"] = obj["security_id"] obj["TransactionIndicator (Buy/Sell)"] = "B" if obj["notional"] > 0 else "S" obj["DealCurrencyA"] = "EUR" if obj["index"] in ("EU", "XO") else "USD" - obj["NotionalA"] = abs(obj["notional"]) + obj["NotionalA"] = abs(obj["notional"]) * obj["factor"] obj["Start Date"] = date obj["MTM Currency"] = "USD" obj["MTM Valuation"] = obj["clean_nav"] + obj["accrued"] |