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-rw-r--r--python/quote_parsing/parse_emails.py8
1 files changed, 8 insertions, 0 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py
index 21c1b9f1..fe5b7698 100644
--- a/python/quote_parsing/parse_emails.py
+++ b/python/quote_parsing/parse_emails.py
@@ -462,6 +462,13 @@ def parse_citi(fh, indextype, series, quotedate):
return option_stack, fwd_index
+def parse_cs(fh, indextype, series, quotedate):
+ option_stack = {}
+ fwd_index = []
+ d = {"quotedate": quotedate, "index": indextype, "series": series}
+ return
+
+
subject_baml = re.compile(r"(?:Fwd:){0,2}(?:BAML )?(\w{2})([0-9]{1,2})\s")
subject_ms = re.compile(
r"[^$]*\$\$ MS CDX OPTIONS: (IG|HY)(\d{2})[^-]*- REF[^\d]*([\d.]+)"
@@ -470,6 +477,7 @@ subject_nom = re.compile(r"(?:Fwd:)?CDX (IG|HY)(\d{2}).*- REF:[^\d]*([\d.]+)")
subject_gs = re.compile(r"(?:FW: |Fwd: )?GS (IG|HY)(\d{2}) 5y.*- Ref [^\d]*([\d.]+)")
subject_sg = re.compile(r"SG OPTIONS - CDX (IG|HY) S(\d{2}).* REF[^\d]*([\d.]+)")
subject_citi = re.compile(r"(?:Fwd:)?Citi Options: (IG|HY)(\d{2}) 5Y")
+subject_cs = re.compile(r"CS CDX (IG|HY)(\d{2}) Options - Ref = ([\d.]+)[^\d]*")
def parse_email(email, date_received):