diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/ms.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral/ms.py b/python/collateral/ms.py index 3ab37e30..785c12de 100644 --- a/python/collateral/ms.py +++ b/python/collateral/ms.py @@ -65,7 +65,7 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): df_fx.loc[df_fx.buy_ccy == "EUR", "amt_buy_ccy"].sum() - df_fx.loc[df_fx.sell_ccy == "EUR", "amt_sell_ccy"].sum() ) - _ia = {"Serenitas": 0.05, "BowdSt": 0.1, "Selene": 0.1} + _ia = {"Serenitas": 0.05, "BowdSt": 0.075, "Selene": 0.075} fx_ia = net_fx_exposure * _ia[fund] * get_fx(d, "EUR") df = pd.concat([df, df_fx]) except FileNotFoundError: # We don't always have FX files |