diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/baml_isda.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/collateral/baml_isda.py b/python/collateral/baml_isda.py index d0b67e61..d39ebbe0 100644 --- a/python/collateral/baml_isda.py +++ b/python/collateral/baml_isda.py @@ -176,9 +176,9 @@ def collateral(d, dawn_trades, *, fund="Serenitas", **kwargs): missing_ids = df.loc[df.cpty_id.isnull(), "Trade ID"] if not missing_ids.empty: raise ValueError(f"{missing_ids.tolist()} not in the database") - df = df[["folder", "MTM(USD)", "ia"]] + df = df[["folder", "base_nav", "ia"]] df = df.groupby("folder").sum() - df = (df["ia"] - df["MTM(USD)"]).to_frame(name="Amount") + df = (df["ia"] - df["base_nav"]).to_frame(name="Amount") df["Currency"] = "USD" df = df.reset_index() df.columns = ["Strategy", "Amount", "Currency"] |