clo/python/quote_parsing, branch master Code for CLO/CDO analytics https://projects.horel.org/guillaume/clo/atom/python/quote_parsing?h=master 2023-04-25T15:24:08Z break if we cannot parse expiry line 2023-04-25T15:24:08Z Flint Yu fyu@lmcg.com 2023-04-25T15:24:08Z urn:sha1:fbcf7349ecd91d5b9ae20b2adf46068ecaf11062 Make the break more robust for parsing barclays quotes 2023-04-25T14:53:50Z Flint Yu fyu@lmcg.com 2023-04-25T14:53:50Z urn:sha1:d78af64a7fbc1203bb16af37f2100568be21c8fb Delta should be in the opposite direction to match the rest of the db quotes 2023-03-09T16:02:26Z Flint Yu fyu@lmcg.com 2023-03-09T16:02:26Z urn:sha1:5edcd4d72b77a7a008927ab370eded010e866be6 Delta to match the direction of the rest of the quotes 2023-03-09T15:46:25Z Flint Yu fyu@lmcg.com 2023-03-09T15:46:25Z urn:sha1:65f8c940d660748c51a3d2c8d0be2410a2736041 Parsing out the fwdprice and fwdspread for barclays, handling the options where strike is nto provided 2023-03-09T15:33:39Z Flint Yu fyu@lmcg.com 2023-03-09T15:33:39Z urn:sha1:764141766e84813883dc5b2798e606fed3348b4b Parse BARC quotes 2023-03-08T21:33:44Z Flint Yu fyu@lmcg.com 2023-03-08T21:33:44Z urn:sha1:bab7f3423120a4be93191c6bb2e9daa9c38d439d Have to use the re.sub 2022-11-07T15:18:12Z Flint Yu fyu@lmcg.com 2022-11-07T15:18:12Z urn:sha1:0662594209043d2f6842c124841052033d7c1d87 Sometimes they miss a space between the percent, so I figured it's worth just replacing all the percent signs with another space 2022-11-07T15:07:13Z Flint Yu fyu@lmcg.com 2022-11-07T15:07:13Z urn:sha1:5ca71acc54ac301716ec69fda4cb0b99b99d6592 We do need to replace the brackets because there are spaces between the brackets too 2022-11-04T19:57:22Z Flint Yu fyu@lmcg.com 2022-11-04T19:57:00Z urn:sha1:bb4aa287e19c75a4af5ded8d62e204b99a3907ad we don't need the replace as we aren't tracking this 2022-11-04T13:26:19Z Flint Yu fyu@lmcg.com 2022-11-04T13:26:19Z urn:sha1:86c629388c9cfdec0fc65dce7659d5d0586008e8