diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/gs.py | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/python/collateral/gs.py b/python/collateral/gs.py index bfb4f7f7..5d69dc14 100644 --- a/python/collateral/gs.py +++ b/python/collateral/gs.py @@ -36,6 +36,7 @@ def collateral(d, dawn_trades, *args): collateral = df.Quantity.sum() df = load_file(d, "Trade_Detail") df = df.dropna(subset=["GS Entity"]) + df = df[df["Notional (USD)"] != 0.0] df = df[["Trade Id", "Transaction Type", "NPV (USD)", "Initial Margin Required"]] df = df.merge(dawn_trades, how="left", left_on="Trade Id", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Trade Id"] |