diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index d562795a..aea1acd9 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -614,7 +614,9 @@ def gs_collateral(d, dawn_trades): def citi_collateral(d, dawn_trades): df = load_citi_file(d) collateral = get_citi_collateral(d - BDay()) - df = df[["Operations File", "Market Value", "BasicAmt"]] + df = df[["Operations File", "Market Value", "BasicAmt"]].dropna( + subset=["Operations File"] + ) # missing Operations File means assignment usually df = df.merge( dawn_trades, how="left", left_on="Operations File", right_on="cpty_id" ) |