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<title>clo/python/collateral, branch master</title>
<subtitle>Code for CLO/CDO analytics</subtitle>
<id>https://projects.horel.org/guillaume/clo/atom/python/collateral?h=master</id>
<link rel='self' href='https://projects.horel.org/guillaume/clo/atom/python/collateral?h=master'/>
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<updated>2023-06-26T14:37:02Z</updated>
<entry>
<title>GS went back to T+1 timestamp after June 2nd business day</title>
<updated>2023-06-26T14:37:02Z</updated>
<author>
<name>Flint Yu</name>
<email>fyu@lmcg.com</email>
</author>
<published>2023-06-26T14:37:02Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=305b14a8b3ed74d118395c74e051fa8b4217ccde'/>
<id>urn:sha1:305b14a8b3ed74d118395c74e051fa8b4217ccde</id>
<content type='text'>
</content>
</entry>
<entry>
<title>Handle the empty dataframe when we don't have any IRS trades</title>
<updated>2023-06-20T16:39:46Z</updated>
<author>
<name>Flint Yu</name>
<email>fyu@lmcg.com</email>
</author>
<published>2023-06-20T16:39:46Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=34ce61eb1a064a7b98c45ef5398eb0176a4823ef'/>
<id>urn:sha1:34ce61eb1a064a7b98c45ef5398eb0176a4823ef</id>
<content type='text'>
</content>
</entry>
<entry>
<title>JP has a different file format for single trades</title>
<updated>2023-06-06T18:30:05Z</updated>
<author>
<name>Flint Yu</name>
<email>fyu@lmcg.com</email>
</author>
<published>2023-06-06T18:30:05Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=d045ce93ae9f41e35ab9b1829d2cc7d063b27064'/>
<id>urn:sha1:d045ce93ae9f41e35ab9b1829d2cc7d063b27064</id>
<content type='text'>
</content>
</entry>
<entry>
<title>Changes regarding GS FCM timestamp</title>
<updated>2023-06-05T13:55:05Z</updated>
<author>
<name>Flint Yu</name>
<email>fyu@lmcg.com</email>
</author>
<published>2023-06-05T13:55:05Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=6d13a9efa4e3f781c31f978c0aeee3be24e423e2'/>
<id>urn:sha1:6d13a9efa4e3f781c31f978c0aeee3be24e423e2</id>
<content type='text'>
</content>
</entry>
<entry>
<title>fix pdf loading</title>
<updated>2023-05-23T15:00:00Z</updated>
<author>
<name>Guillaume Horel</name>
<email>guillaume.horel@gmail.com</email>
</author>
<published>2023-05-23T01:58:52Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=b87e237ee9c575f850300ac8d5eee976a79fe051'/>
<id>urn:sha1:b87e237ee9c575f850300ac8d5eee976a79fe051</id>
<content type='text'>
</content>
</entry>
<entry>
<title>remove stray breakpoint</title>
<updated>2023-05-18T02:29:56Z</updated>
<author>
<name>Guillaume Horel</name>
<email>guillaume.horel@gmail.com</email>
</author>
<published>2023-05-18T02:29:56Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=51d737452f55bdc492a800d9d93154515512715b'/>
<id>urn:sha1:51d737452f55bdc492a800d9d93154515512715b</id>
<content type='text'>
</content>
</entry>
<entry>
<title>Add back JPM as isda counterparty</title>
<updated>2023-05-17T19:43:40Z</updated>
<author>
<name>Flint Yu</name>
<email>fyu@lmcg.com</email>
</author>
<published>2023-05-17T19:43:40Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=149cfae7d1d579f855e9ed916c46898af562ab8a'/>
<id>urn:sha1:149cfae7d1d579f855e9ed916c46898af562ab8a</id>
<content type='text'>
</content>
</entry>
<entry>
<title>Priorize xls formatting, if not then use PDF</title>
<updated>2023-05-17T18:33:36Z</updated>
<author>
<name>Flint Yu</name>
<email>fyu@lmcg.com</email>
</author>
<published>2023-05-17T18:33:36Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=308f718165f6e33fcad2a6a51ab63897f872b7ab'/>
<id>urn:sha1:308f718165f6e33fcad2a6a51ab63897f872b7ab</id>
<content type='text'>
</content>
</entry>
<entry>
<title>Let's get the IMR collateral report for bowdoin street and add to collateral</title>
<updated>2023-05-08T14:05:42Z</updated>
<author>
<name>Flint Yu</name>
<email>fyu@lmcg.com</email>
</author>
<published>2023-05-08T14:05:42Z</published>
<link rel='alternate' type='text/html' href='https://projects.horel.org/guillaume/clo/commit/?id=1cb59449f8c229345a8bb00ac55983210b6b3588'/>
<id>urn:sha1:1cb59449f8c229345a8bb00ac55983210b6b3588</id>
<content type='text'>
</content>
</entry>
<entry>
<title>Moving the total collateral balance to a separate function</title>
<updated>2023-05-08T13:47:36Z</updated>
<author>
<name>Flint Yu</name>
<email>fyu@lmcg.com</email>
</author>
<published>2023-05-08T13:47:36Z</published>
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<id>urn:sha1:f39e9ae1abbc20f0cd3faced85b43bfd33134e11</id>
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