diff options
| -rw-r--r-- | python/book_bbg.py | 17 |
1 files changed, 16 insertions, 1 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index 0a5d7309..397d2024 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -11,7 +11,22 @@ from collections import defaultdict fund_dictionary = {"SERENITAS_CGMF": "SERCGMAST", "BOWDOINST": "BOWDST"} fcm_dictionary = {"Bank of America, N.A.": "BAML", "Goldman Sachs": "GS"} cdx_cp_dictionary = {"BNP PARIB.": "BNPBNY"} -bond_cp_dictionary = {"CG": "CITINY"} +bond_cp_dictionary = { + "CG": "CITINY", + "WFBS": "WELFEI", + "MZZ": "MIZUNY", + "BABS": "BAML", + "PTRU": "PERFCH", + "BARC": "BARCNY", + "MS": "MORGNY", + "BA": "BAML", + "FB": "CSUINY", + "INTC": "STONEX", + "SOCG": "SGSANY", + "NOM": "NOMINY", + "JP": "JPCBNY", + "BTIG": "BTIG", +} sql_str_by_trade = { "CDX": "INSERT INTO cds (action, folder, cp_code, account_code, trade_date, effective_date, maturity, currency, payment_rolldate, notional, fixed_rate, day_count, frequency, protection, security_id, security_desc, upfront, upfront_settle_date, swap_type, clearing_facility, portfolio, fund) " "VALUES (%(action)s, %(folder)s, %(cp_code)s, %(account_code)s, %(trade_date)s, %(effective_date)s, %(maturity)s, %(currency)s, %(payment_rolldate)s, %(notional)s, %(fixed_rate)s, %(day_count)s, %(frequency)s, %(protection)s, %(security_id)s, %(security_desc)s, %(upfront)s, %(upfront_settle_date)s, %(swap_type)s, %(clearing_facility)s, %(portfolio)s, %(fund)s);", |