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Diffstat (limited to 'docs/process.rst')
| -rw-r--r-- | docs/process.rst | 15 |
1 files changed, 15 insertions, 0 deletions
diff --git a/docs/process.rst b/docs/process.rst index cd266275..7faaf20f 100644 --- a/docs/process.rst +++ b/docs/process.rst @@ -101,3 +101,18 @@ retrigger it manually as follows: :: cd /home/share/CorpCDOs/code/R
Rscript script_calibrate_tranches.R %Y-%m-%d
+
+Bloomberg Mapping
+-----------------
+
+If an asset is not priced, but has a valid CUSIP and a price is
+observed in bloomberg, you can save the CUSIP to retrieve its price
+from bloomberg using ET reloaded. Once the CUSIP is saved, run these
+scripts to bring the prices into the database.
+
+In windows - run R script ``\CorpCDOs\code\R\load_bloomberg_data.R``
+
+On server: ::
+
+ cd /CorpCDOs/code/python/
+ python load_bloomberg_data.py
|
