diff options
Diffstat (limited to 'python/quote_parsing/parse_emails.py')
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index 9e1d1b0f..c6998912 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -682,7 +682,7 @@ def parse_bnp(fh, index_desc): def parse_jpm(fh, index_desc): option_stack = {} fwd_index = [] - regex = r"JPM (CDX|iTrx) Options: (HY|IG|MAIN|XOVER|FINSEN) \(\w(?P<series>\d+)V(?P<version>\d+)\) (?P<expiry>[\d]+-[\w]+-[\d]+) \*\* Fwd @(?P<fwdref>[\d.]+)" + regex = r"JPM (CDX|iTrx) Options: (HY|IG|MAIN|XOVER|FINSEN) \(\w(?P<series>\d+)V(?P<version>\d+)\) (?P<expiry>[\d]+-[\w]+-[\d]+) \*\* Fwd @(?P<fwdref>[\d.]+), Delta @(?P<ref>[\d.]+)" pat = re.compile(regex) line = next(fh).strip() while True: @@ -882,7 +882,7 @@ def parse_email(email: Path, date_received: datetime.date, conn): "series": series, "version": version, } - if source in ["GS", "MS", "NOM", "SG", "JPM"]: + if source in ["GS", "MS", "NOM", "SG"]: index_desc["ref"] = ref if source in ["BNP", "SG"]: index_desc["expiration_dates"] = list_imm_dates(quotedate) |