diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/external_deriv_marks.py | 11 |
1 files changed, 10 insertions, 1 deletions
diff --git a/python/external_deriv_marks.py b/python/external_deriv_marks.py index 086fe5e9..e9360e79 100644 --- a/python/external_deriv_marks.py +++ b/python/external_deriv_marks.py @@ -112,6 +112,7 @@ def baml_navs(date: datetime.date = None): d[date] = df return pd.concat(d) + def bnp_navs(date: datetime.date = None): d = {} date_str = date.strftime("%Y%m%d") if date else "" @@ -123,7 +124,15 @@ def bnp_navs(date: datetime.date = None): df["Trade Ref"] = df["Trade Ref"].str.replace("MBO-", "") df = df.set_index("Trade Ref") df["Trade Date"] = pd.to_datetime(df["Trade Date"], dayfirst=True) - df = df[["Trade Date", "Buy/Sell", "Notional 1", "Exposure Amount (Agmt Ccy)", "Lock Up (Agmt Ccy)"]] + df = df[ + [ + "Trade Date", + "Buy/Sell", + "Notional 1", + "Exposure Amount (Agmt Ccy)", + "Lock Up (Agmt Ccy)", + ] + ] df.columns = ["trade_date", "buy/sell", "notional", "nav", "ia"] d[datetime.datetime.strptime(fname.stem[-8:], "%Y%m%d").date()] = df df = pd.concat(d) |