diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/margin_estimates.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/margin_estimates.py b/python/margin_estimates.py index 5eb65d68..8b7ce1a8 100644 --- a/python/margin_estimates.py +++ b/python/margin_estimates.py @@ -12,6 +12,7 @@ from report_ops.misc import _cc_recipients cp_mapping = { "MS": "Morgan Stanley", "GS": "Goldman Sachs", + "GS_FCM": "Goldman Sachs FCM", "BOMLCM": "Baml FCM", "BOA_FC": "Baml FCM", "BAML_ISDA": "Baml OTC", @@ -90,7 +91,8 @@ def get_excess_values(date, fund, conn): ) for row in c: - d = row._asdict() | {"counterparty": cp_mapping[row.custodian]} + custodian = row.custodian if row.custodian != "GS" else "GS_FCM" + d = row._asdict() | {"counterparty": cp_mapping[custodian]} yield d if fund in ("SERCGMAST",): |