diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 5b5d05c6..7d314e39 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -267,9 +267,10 @@ def wells_collateral(d): positions.folder = positions.folder.map({'HEDGE_MBS': 'MBSCDSCSH', 'SER_ITRXCURVE': 'SER_ITRXCVCSH', 'SER_IGCURVE': 'SER_IGCVECSH', - 'HYOPTDEL': 'COCSH', - 'IGOPTDEL': 'COCSH', - 'IGINX': 'TCSH'}) + "HYOPTDEL": 'COCSH', + "IGOPTDEL": 'COCSH', + "IGINX": "TCSH", + "HYINX": "TCSH"}) df = (positions. groupby('folder'). agg({"amount": "sum", |