diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/collateral/bnp.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/collateral/bnp.py b/python/collateral/bnp.py index 5dba162b..4736aed5 100644 --- a/python/collateral/bnp.py +++ b/python/collateral/bnp.py @@ -46,8 +46,8 @@ def collateral( collateral = sign * df.at[0, "Mkt Val (Agmt Ccy)"] df = load_file(d, "Exposure Statement", fund) df = df[["Trade Ref", "Exposure Amount (Agmt Ccy)", "Lock Up (Agmt Ccy)"]] - df["Trade Ref"] = df["Trade Ref"].str.replace("FOC-", "") - df["Trade Ref"] = df["Trade Ref"].str.replace("MBO-", "") + df["Trade Ref"] = df["Trade Ref"].str.replace("(FOC-|MBO-)", "", regex=True) + # df["Trade Ref"] = df["Trade Ref"].str.replace("MBO-", "") df = df.merge(dawn_trades, how="left", left_on="Trade Ref", right_on="cpty_id") missing_ids = df.loc[df.cpty_id.isnull(), "Trade Ref"] if not missing_ids.empty: |