diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral_calc.py | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/python/collateral_calc.py b/python/collateral_calc.py index cc73a3f6..bec4af54 100644 --- a/python/collateral_calc.py +++ b/python/collateral_calc.py @@ -51,6 +51,10 @@ def sg_collateral(d): ["Ticket Reference", "Record Type", "Currency", "Amount"]]. set_index("Ticket Reference")) df_position = df_position.set_index("Ticket Reference")[["Reference Entity", "Mtm Value"]] + # expired_trades + # df_position = df_position.append( + # pd.DataFrame({"Reference Entity": 'CDX-NAIGS29V1-5Y', "Mtm Value": 0.}, + # index=['T2201711010000A3K20000045561220U'])) df = df_activity.join(df_position) df['Collateral'] = df['Mtm Value'] - df['Amount'] d = {'ITRAXX': 'SER_ITRXCVCSH', |