diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index 8750d8b1..fd530f19 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -158,7 +158,7 @@ def baml_collateral(d): index_col=['REDCODE', 'PERIOD']) df = df[df.EODSETTLEMENTPRICE.notnull()] positions = pd.read_sql_query("SELECT security_id, security_desc, folder, notional, currency " - "FROM list_cds_positions_by_strat(%s)", + "FROM list_cds_positions_by_strat_fcm(%s, 'BAML')", dawn_engine, params=(d.date(),), index_col=['security_id']) df_helper = pd.read_sql_query("SELECT redindexcode, upper(tenor::text) AS tenor, " |