diff options
Diffstat (limited to 'python')
| -rw-r--r-- | python/TAGS | 2226 |
1 files changed, 2125 insertions, 101 deletions
diff --git a/python/TAGS b/python/TAGS index 4a40595b..5f56dffb 100644 --- a/python/TAGS +++ b/python/TAGS @@ -1,101 +1,2125 @@ - -client.py,14 -def run(6,73 - -db.py,80 -def with_connection(7,182 - def with_connection_(8,206 -def query_db(21,517 - -download_daily.py,66 -def get_ped(15,241 -def key_fun(25,577 -def download_data(35,904 - -facility_update.py,26 -def convertToNone(16,363 - -futures.py,25 -def nextIMMDates(14,272 - -intex_prices.py,60 -def cusips_from_dealname(19,408 -def sanitize_float(24,621 - -intex_scenarios.py,150 -def dealname_from_cusip(29,871 -def get_reinv_assets(36,1074 -def get_recovery(44,1370 -def get_reinvenddate(60,1938 -def generate_scenarios(69,2296 - -load_bloomberg_data.py,25 -def convertToNone(8,120 - -load_indicative.py,113 -def convertToNone(12,188 -def sanitize_float(15,264 -def upload_cusip_data(26,572 -def upload_deal_data(96,4184 - -load_intex_collateral.py,77 -def convertToNone(19,609 -def sanitize_float(22,664 -def upload_data(32,955 - -load_markit_data.py,26 -def convertToNone(10,134 - -markit_download.py,26 -def convertToNone(14,216 - -master.py,15 -def run(8,101 - -tasks.py,55 -def build_portfolio(9,178 -def build_scenarios(15,507 - -test2.py,11 -def f(1,0 - -test_pyxll.py,79 -def hello(8,165 -def loghor(12,249 -def py_sum(16,326 -def send_cusips(29,594 - -trade_booking.py,59 -def get_broker_codes(21,838 -def list_trade_files(26,1004 - -yieldcurve.py,28 -def getMarkitIRData(13,295 - -xmltotab.py,0 - -upload_daily.py,0 - -test.py,0 - -sftp.py,0 - -read_excel.py,0 - -monitor.py,0 - -insert_tranche_quotes.py,0 - -insert_index.py,0 - -facility_download.py,0 - -ecb_yieldcurve.py,0 - -cusip_numbers.py,0 - -config.py,0 - -common.py,0 - -client_daemon.py,0 +!_TAG_FILE_FORMAT 2 /extended format; --format=1 will not append ;" to lines/ +!_TAG_FILE_SORTED 1 /0=unsorted, 1=sorted, 2=foldcase/ +!_TAG_PROGRAM_AUTHOR Darren Hiebert /dhiebert@users.sourceforge.net/ +!_TAG_PROGRAM_NAME Exuberant Ctags // +!_TAG_PROGRAM_URL http://ctags.sourceforge.net /official site/ +!_TAG_PROGRAM_VERSION 5.8 // +ACTION Dawn/models.py /^ACTION = ENUM('NEW', 'UPDATE', 'CANCEL', name='action')$/;" kind:variable line:54 +ACT_360 pyisda/pyisda/flat_hazard.pyx /^from date cimport pydate_to_TDate, ACT_360, ACT_365F$/;" kind:namespace line:10 +ACT_365F pyisda/pyisda/flat_hazard.pyx /^from date cimport pydate_to_TDate, ACT_360, ACT_365F$/;" kind:namespace line:10 +ANNUAL_BASIS pyisda/pyisda/curve.pxd /^ ANNUAL_BASIS = 1$/;" kind:variable line:100 +APPLICATION_NAME download_emails.py /^APPLICATION_NAME = 'Swaptions'$/;" kind:variable line:20 +APPLICATION_NAME send_email.py /^APPLICATION_NAME = 'Swaptions'$/;" kind:variable line:18 +ASSET_CLASS Dawn/models.py /^ASSET_CLASS = ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX', 'Cleared',$/;" kind:variable line:52 +ATMstrike analytics/option.py /^def ATMstrike(index, exercise_date):$/;" kind:function line:47 +ActionChains download_markit_quotes.py /^from selenium.webdriver.common.action_chains import ActionChains$/;" kind:namespace line:3 +Actual360 load_cf.py /^from quantlib.time.api import Schedule, Actual360, Period, Months, Calendar, Unadjusted, ModifiedFollowing, Date$/;" kind:namespace line:12 +Actual360 tranche_functions.py /^from quantlib.time.api import Actual360, Period, UnitedStates, Following, today$/;" kind:namespace line:4 +Actual365Fixed analytics/index.py /^from quantlib.time.api import Date, Actual365Fixed$/;" kind:namespace line:9 +Annual yieldcurve.py /^from quantlib.time.api import (WeekendsOnly, Date, Period, Days, Schedule, Annual,$/;" kind:namespace line:5 +AsIs bbg_prices.py /^from psycopg2.extensions import register_adapter, AsIs$/;" kind:namespace line:6 +AsIs pnl_explain.py /^from psycopg2.extensions import register_adapter, AsIs$/;" kind:namespace line:6 +BBG_IP bbg_helpers.py /^BBG_IP = ['192.168.9.61', '192.168.9.65', '192.168.0.10', '192.168.0.12']$/;" kind:variable line:10 +BBG_IP bbg_newids.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:5 +BBG_IP bbg_prices.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:1 +BBG_IP position.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:1 +BBG_IP process_queue.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:16 +BBG_TYPE Dawn/models.py /^BBG_TYPE = ENUM('Mtge', 'Corp', name='bbg_type')$/;" kind:variable line:58 +BCloss_recov_dist tranche_functions.py /^def BCloss_recov_dist(defaultprob, issuerweights, recov, rho, Z, w, Ngrid = 101, defaultflag = False):$/;" kind:function line:68 +BClossdist script_calibrate_tranches.py /^from tranche_functions import GHquad, BClossdist$/;" kind:namespace line:2 +BDay analytics/index.py /^from pandas.tseries.offsets import BDay$/;" kind:namespace line:11 +BDay analytics/option.py /^from pandas.tseries.offsets import BDay$/;" kind:namespace line:13 +BDay cds_rebook.py /^from pandas.tseries.offsets import BDay$/;" kind:namespace line:4 +BDay load_cf.py /^from pandas.tseries.offsets import BDay, DateOffset$/;" kind:namespace line:4 +BDay markit/__main__.py /^from pandas.tseries.offsets import BDay$/;" kind:namespace line:15 +BDay markit/cds.py /^from pandas.tseries.offsets import BDay$/;" kind:namespace line:9 +BDay markit/import_quotes.py /^from pandas.tseries.offsets import BDay$/;" kind:namespace line:10 +BDay markit/utils.py /^from pandas.tseries.offsets import BDay$/;" kind:namespace line:2 +BDay position.py /^from pandas.tseries.offsets import BDay$/;" kind:namespace line:4 +BDay task_server/globeop.py /^ from pandas.tseries.offsets import BDay$/;" kind:namespace line:16 +BOND_STRAT Dawn/models.py /^BOND_STRAT = ENUM('M_STR_MAV', 'M_STR_MEZZ', 'CSO_TRANCH',$/;" kind:variable line:32 +BUS_DAY_CONVENTION Dawn/models.py /^BUS_DAY_CONVENTION = ENUM('Modified Following', 'Following', 'Modified Preceding', 'Preceding',$/;" kind:variable line:66 +BUYER test_upfront_cds.py /^from quantlib.instruments.api import CreditDefaultSwap, SELLER, BUYER$/;" kind:namespace line:5 +BadDay pyisda/example.py /^from pyisda.curve import YieldCurve, BadDay, SpreadCurve$/;" kind:namespace line:1 +BadDay pyisda/pyisda/utils.py /^from pyisda.curve import YieldCurve, BadDay$/;" kind:namespace line:16 +BadDay test_upfront_cds.py /^from pyisda.curve import YieldCurve, BadDay, SpreadCurve$/;" kind:namespace line:14 +BaseModelForm Dawn/models.py /^BaseModelForm = model_form_factory(Form)$/;" kind:variable line:208 +BondDeal Dawn/models.py /^class BondDeal(db.Model):$/;" kind:class line:70 +BondDeal Dawn/views.py /^from .models import ModelForm, BondDeal, CDSDeal, SwaptionDeal, Counterparties$/;" kind:namespace line:3 +BondForm Dawn/views.py /^class BondForm(ModelForm):$/;" kind:class line:56 +BooleanField Dawn/views.py /^from wtforms.fields import BooleanField$/;" kind:namespace line:5 +By download_markit_quotes.py /^from selenium.webdriver.common.by import By$/;" kind:namespace line:4 +BytesIO Dawn/views.py /^from io import BytesIO$/;" kind:namespace line:14 +BytesIO markit/rates.py /^from io import BytesIO$/;" kind:namespace line:4 +BytesIO pyisda/pyisda/utils.py /^from io import BytesIO$/;" kind:namespace line:14 +CALL_NOTICE Dawn/models.py /^CALL_NOTICE = ENUM('24H', '48H', '3D', '4D', '5D', '6D',$/;" kind:variable line:49 +CCY Dawn/models.py /^CCY = ENUM('USD', 'CAD', 'EUR', 'YEN', name='currency')$/;" kind:variable line:56 +CDS tranche_functions.py /^from quantlib.time.schedule import Schedule, CDS$/;" kind:namespace line:3 +CDSDeal Dawn/models.py /^class CDSDeal(db.Model):$/;" kind:class line:106 +CDSDeal Dawn/views.py /^from .models import ModelForm, BondDeal, CDSDeal, SwaptionDeal, Counterparties$/;" kind:namespace line:3 +CDSForm Dawn/views.py /^class CDSForm(ModelForm):$/;" kind:class line:64 +CDS_STRAT Dawn/models.py /^CDS_STRAT = ENUM('HEDGE_CSO', 'HEDGE_CLO', 'HEDGE_MAC', 'HEDGE_MBS',$/;" kind:variable line:37 +CLIENT_SECRET_FILE download_emails.py /^CLIENT_SECRET_FILE = 'secret.json'$/;" kind:variable line:19 +CLIENT_SECRET_FILE send_email.py /^CLIENT_SECRET_FILE = 'secret.json'$/;" kind:variable line:17 +CONTINUOUS pyisda/pyisda/curve.pxd /^ CONTINUOUS = 5000$/;" kind:variable line:97 +Calendar load_cf.py /^from quantlib.time.api import Schedule, Actual360, Period, Months, Calendar, Unadjusted, ModifiedFollowing, Date$/;" kind:namespace line:12 +Column bbg_newids.py /^from sqlalchemy import create_engine, MetaData, select, Column, func, bindparam$/;" kind:namespace line:1 +ContingentLeg analytics/index.py /^from pyisda.legs import ContingentLeg, FeeLeg$/;" kind:namespace line:7 +ContingentLeg pyisda/example.py /^from pyisda.legs import FeeLeg, ContingentLeg$/;" kind:namespace line:5 +ContingentLeg pyisda/pyisda/legs.pxd /^cdef class ContingentLeg:$/;" kind:class line:107 +ContingentLeg pyisda/pyisda/legs.pyx /^cdef class ContingentLeg:$/;" kind:class line:7 +ContingentLeg pyisda/tests/test_pickle.py /^from pyisda.legs import ContingentLeg, FeeLeg$/;" kind:namespace line:3 +ContingentLeg test_upfront_cds.py /^from pyisda.legs import ContingentLeg, FeeLeg$/;" kind:namespace line:17 +Counterparties Dawn/models.py /^class Counterparties(db.Model):$/;" kind:class line:11 +Counterparties Dawn/views.py /^from .models import ModelForm, BondDeal, CDSDeal, SwaptionDeal, Counterparties$/;" kind:namespace line:3 +CounterpartyForm Dawn/views.py /^class CounterpartyForm(ModelForm):$/;" kind:class line:51 +CreditDefaultSwap test_upfront_cds.py /^from quantlib.instruments.api import CreditDefaultSwap, SELLER, BUYER$/;" kind:namespace line:5 +Curve pyisda/pyisda/curve.pxd /^cdef class Curve:$/;" kind:class line:103 +Curve pyisda/pyisda/curve.pyx /^cdef class Curve(object):$/;" kind:class line:17 +CustomBusinessDay Dawn/views.py /^from pandas.tseries.offsets import CustomBusinessDay$/;" kind:namespace line:7 +CustomBusinessDay dates.py /^from pandas.tseries.offsets import CustomBusinessDay, Day, QuarterBegin$/;" kind:namespace line:2 +DAY_COUNT Dawn/models.py /^DAY_COUNT = ENUM('ACT\/360', 'ACT\/ACT', '30\/360', 'ACT\/365', name='day_count')$/;" kind:variable line:64 +DISCOUNT_FACTOR pyisda/pyisda/curve.pxd /^ DISCOUNT_FACTOR = -2$/;" kind:variable line:101 +DISCOUNT_RATE pyisda/pyisda/curve.pxd /^ DISCOUNT_RATE = 512$/;" kind:variable line:98 +DOC_CLAUSE_MAPPING markit/import_quotes.py /^DOC_CLAUSE_MAPPING = {'Full Restructuring': 'MM',$/;" kind:variable line:30 +DOC_CLAUSE_MAPPING14 markit/import_quotes.py /^DOC_CLAUSE_MAPPING14 = {'Full Restructuring': 'MM14',$/;" kind:variable line:26 +DV01 analytics/index.py /^ def DV01(self):$/;" kind:member line:159 +DV01 analytics/option.py /^ def DV01(self):$/;" kind:member line:267 +Daemon daemon.py /^class Daemon:$/;" kind:class line:5 +DataError analytics/index.py /^from psycopg2 import DataError$/;" kind:namespace line:14 +DataError task_server/insert_tranche_quotes.py /^from sqlalchemy.exc import IntegrityError, DataError$/;" kind:namespace line:2 +Date analytics/index.py /^from quantlib.time.api import Date, Actual365Fixed$/;" kind:namespace line:9 +Date futures.py /^from quantlib.time.date import Date$/;" kind:namespace line:8 +Date load_cf.py /^from quantlib.time.api import Schedule, Actual360, Period, Months, Calendar, Unadjusted, ModifiedFollowing, Date$/;" kind:namespace line:12 +Date pyisda/pyisda/utils.py /^from quantlib.time.api import ( Date, pydate_from_qldate, WeekendsOnly,$/;" kind:namespace line:2 +Date tests/test_cds.py /^from quantlib.time.api import Date$/;" kind:namespace line:5 +Date yieldcurve.py /^from quantlib.time.api import (WeekendsOnly, Date, Period, Days, Schedule, Annual,$/;" kind:namespace line:5 +DateOffset load_cf.py /^from pandas.tseries.offsets import BDay, DateOffset$/;" kind:namespace line:4 +Dawn Dawn/__init__.py /^import Dawn.views$/;" kind:namespace line:17 +Day dates.py /^from pandas.tseries.offsets import CustomBusinessDay, Day, QuarterBegin$/;" kind:namespace line:2 +Days yieldcurve.py /^from quantlib.time.api import (WeekendsOnly, Date, Period, Days, Schedule, Annual,$/;" kind:namespace line:5 +DefaultProbabilityTermStructure test_upfront_cds.py /^from quantlib.termstructures.default_term_structure import DefaultProbabilityTermStructure$/;" kind:namespace line:8 +DictCursor db.py /^from psycopg2.extras import DictCursor$/;" kind:namespace line:3 +DictCursor task_server/rest.py /^from psycopg2.extras import DictCursor$/;" kind:namespace line:2 +EC download_markit_quotes.py /^from selenium.webdriver.support import expected_conditions as EC$/;" kind:namespace line:6 +ENUM Dawn/models.py /^from sqlalchemy.dialects.postgresql import ENUM$/;" kind:namespace line:3 +ET intex/intex_scenarios.py /^ ET = dbconn('etdb')$/;" kind:variable line:240 +ET markit/rates.py /^import xml.etree.ElementTree as ET$/;" kind:namespace line:8 +ET pyisda/pyisda/utils.py /^import xml.etree.ElementTree as ET$/;" kind:namespace line:15 +EURCurrency pyisda/pyisda/utils.py /^from quantlib.currency.api import USDCurrency, EURCurrency$/;" kind:namespace line:6 +EURCurrency yieldcurve.py /^from quantlib.currency.api import USDCurrency, EURCurrency$/;" kind:namespace line:9 +EmailMessage process_queue.py /^from send_email import EmailMessage$/;" kind:namespace line:22 +EmailMessage send_email.py /^class EmailMessage(MIMEText):$/;" kind:class line:45 +EmailType Dawn/models.py /^from sqlalchemy_utils import EmailType, PhoneNumberType$/;" kind:namespace line:7 +Extension pyisda/setup.py /^from distutils.extension import Extension$/;" kind:namespace line:2 +FOLLOW pyisda/pyisda/curve.pyx /^ FOLLOW = <long>'F'$/;" kind:variable line:12 +FTP process_queue.py /^from ftplib import FTP$/;" kind:namespace line:12 +FTP task_server/globeop.py /^from ftplib import FTP$/;" kind:namespace line:3 +FeeLeg analytics/index.py /^from pyisda.legs import ContingentLeg, FeeLeg$/;" kind:namespace line:7 +FeeLeg pyisda/example.py /^from pyisda.legs import FeeLeg, ContingentLeg$/;" kind:namespace line:5 +FeeLeg pyisda/pyisda/legs.pxd /^cdef class FeeLeg:$/;" kind:class line:111 +FeeLeg pyisda/pyisda/legs.pyx /^cdef class FeeLeg:$/;" kind:class line:67 +FeeLeg pyisda/tests/test_pickle.py /^from pyisda.legs import ContingentLeg, FeeLeg$/;" kind:namespace line:3 +FeeLeg test_upfront_cds.py /^from pyisda.legs import ContingentLeg, FeeLeg$/;" kind:namespace line:17 +FeeLegAI pyisda/pyisda/legs.pxd /^ cdef void FeeLegAI(TFeeLeg* fl,$/;" kind:function line:103 +FileField Dawn/models.py /^from flask_wtf.file import FileField$/;" kind:namespace line:2 +Firefox download_markit_quotes.py /^from selenium.webdriver import Firefox, PhantomJS, FirefoxProfile$/;" kind:namespace line:2 +FirefoxProfile download_markit_quotes.py /^from selenium.webdriver import Firefox, PhantomJS, FirefoxProfile$/;" kind:namespace line:2 +Flask Dawn/__init__.py /^from flask import Flask$/;" kind:namespace line:1 +Flask risk_insight/__init__.py /^from flask import Flask$/;" kind:namespace line:1 +Flask task_server/__init__.py /^from flask import Flask$/;" kind:namespace line:1 +Following tranche_functions.py /^from quantlib.time.api import Actual360, Period, UnitedStates, Following, today$/;" kind:namespace line:4 +Form Dawn/models.py /^from flask_wtf import Form$/;" kind:namespace line:1 +ForwardIndex analytics/__init__.py /^from .index import Index, ForwardIndex$/;" kind:namespace line:1 +ForwardIndex analytics/index.py /^class ForwardIndex(object):$/;" kind:class line:311 +ForwardIndex analytics/option.py /^from .index import g, ForwardIndex$/;" kind:namespace line:11 +ForwardIndex tests/test_index.py /^from analytics import Index, ForwardIndex$/;" kind:namespace line:8 +GHquad analytics/option.py /^from .utils import GHquad$/;" kind:namespace line:10 +GHquad analytics/utils.py /^def GHquad(n):$/;" kind:function line:6 +GHquad script_calibrate_tranches.py /^from tranche_functions import GHquad, BClossdist$/;" kind:namespace line:2 +GHquad tranche_functions.py /^def GHquad(n):$/;" kind:function line:53 +GoodFriday Dawn/views.py /^from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday$/;" kind:namespace line:8 +GoodFriday dates.py /^from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday$/;" kind:namespace line:3 +HEADERS process_queue.py /^HEADERS = {'bond_trades':['Deal Type', 'Deal ID', 'Action', 'Client', 'Reserved', 'Reserved',$/;" kind:variable line:24 +HolidayCalendarFactory Dawn/views.py /^from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday$/;" kind:namespace line:8 +HolidayCalendarFactory dates.py /^from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday$/;" kind:namespace line:3 +Http download_emails.py /^from httplib2 import Http$/;" kind:namespace line:7 +Http send_email.py /^from httplib2 import Http$/;" kind:namespace line:3 +IRDV01 analytics/index.py /^ def IRDV01(self):$/;" kind:member line:167 +ISDA Dawn/models.py /^ISDA = ENUM('ISDA2014', 'ISDA2003Cred', name='isda')$/;" kind:variable line:62 +IborIndex pyisda/pyisda/utils.py /^from quantlib.indexes.ibor_index import IborIndex$/;" kind:namespace line:5 +IborIndex pyisda/pyisda/utils.py /^from quantlib.indexes.ibor_index import IborIndex$/;" kind:namespace line:7 +IborIndex yieldcurve.py /^from quantlib.indexes.ibor_index import IborIndex$/;" kind:namespace line:10 +Index analytics/__init__.py /^from .index import Index, ForwardIndex$/;" kind:namespace line:1 +Index analytics/index.py /^class Index(object):$/;" kind:class line:36 +Index calibrate_swaption.py /^from analytics import Index, Swaption$/;" kind:namespace line:3 +Index test_hyoption.py /^from analytics import Index, Swaption$/;" kind:namespace line:1 +Index test_igoption.py /^from analytics import Index, Swaption$/;" kind:namespace line:1 +Index tests/test_cds.py /^from analytics import Index$/;" kind:namespace line:9 +Index tests/test_index.py /^from analytics import Index, ForwardIndex$/;" kind:namespace line:8 +Index tests/test_swaption.py /^from analytics import Index, Swaption$/;" kind:namespace line:7 +InfDateAdapter db.py /^class InfDateAdapter:$/;" kind:class line:9 +IntegrityError Dawn/views.py /^from sqlalchemy.exc import IntegrityError$/;" kind:namespace line:4 +IntegrityError db.py /^from psycopg2 import IntegrityError$/;" kind:namespace line:4 +IntegrityError markit/loans.py /^from psycopg2 import IntegrityError$/;" kind:namespace line:8 +IntegrityError task_server/insert_tranche_quotes.py /^from sqlalchemy.exc import IntegrityError, DataError$/;" kind:namespace line:2 +JpmcdsCdsContingentLegMake pyisda/pyisda/flat_hazard.pyx /^from legs cimport (JpmcdsCdsContingentLegMake, JpmcdsCdsFeeLegMake,$/;" kind:namespace line:5 +JpmcdsCdsContingentLegMake pyisda/pyisda/legs.pxd /^ cdef TContingentLeg* JpmcdsCdsContingentLegMake($/;" kind:function line:39 +JpmcdsCdsFeeLegMake pyisda/pyisda/flat_hazard.pyx /^from legs cimport (JpmcdsCdsContingentLegMake, JpmcdsCdsFeeLegMake,$/;" kind:namespace line:5 +JpmcdsCdsFeeLegMake pyisda/pyisda/legs.pxd /^ cdef TFeeLeg* JpmcdsCdsFeeLegMake($/;" kind:function line:50 +JpmcdsCleanSpreadCurve pyisda/pyisda/flat_hazard.pyx /^from curve cimport (TCurve, YieldCurve, SpreadCurve, JpmcdsCleanSpreadCurve,$/;" kind:namespace line:8 +JpmcdsContingentLegPV pyisda/pyisda/legs.pxd /^ cdef int JpmcdsContingentLegPV(TContingentLeg *cl, # Contingent leg$/;" kind:function line:80 +JpmcdsFeeLegFlows pyisda/pyisda/legs.pxd /^ cdef TCashFlowList* JpmcdsFeeLegFlows(TFeeLeg *fl)$/;" kind:function line:99 +JpmcdsFeeLegFree pyisda/pyisda/legs.pxd /^ cdef void JpmcdsFeeLegFree(TFeeLeg *p)$/;" kind:function line:101 +JpmcdsFeeLegPV pyisda/pyisda/legs.pxd /^ cdef int JpmcdsFeeLegPV(TFeeLeg *fl,$/;" kind:function line:90 +JpmcdsStringToDateInterval pyisda/pyisda/cdsone.pyx /^from date cimport JpmcdsStringToDateInterval, pydate_to_TDate, dcc$/;" kind:namespace line:2 +JpmcdsStringToDateInterval pyisda/pyisda/curve.pyx /^from date cimport (JpmcdsStringToDateInterval, pydate_to_TDate, dcc,$/;" kind:namespace line:3 +JpmcdsStringToStubMethod pyisda/pyisda/curve.pyx /^from cdsone cimport JpmcdsStringToStubMethod, TStubMethod$/;" kind:namespace line:7 +JpmcdsStringToStubMethod pyisda/pyisda/flat_hazard.pyx /^from cdsone cimport JpmcdsStringToStubMethod, TStubMethod$/;" kind:namespace line:11 +JpmcdsStringToStubMethod pyisda/pyisda/legs.pyx /^from cdsone cimport JpmcdsStringToStubMethod, TStubMethod$/;" kind:namespace line:4 +K calibrate_tranches.py /^ K = np.array([0, 0.15, 0.25, 0.35, 1])$/;" kind:variable line:39 +K insert_tranche_quotes_old.py /^K = [0, 15, 25, 35, 100]$/;" kind:variable line:14 +KLfit load_cf.py /^from optimization import KLfit$/;" kind:namespace line:16 +KLfit optimization.py /^def KLfit(P, q, b):$/;" kind:function line:8 +Kmod calibrate_tranches.py /^ Kmod = adjust_attachments(K, hy21["loss"], hy21["factor"])$/;" kind:variable line:41 +L script_calibrate_tranches.py /^ L = np.zeros((n_int, Ngrid, SurvProb.shape[1]))$/;" kind:variable line:23 +Length Dawn/models.py /^from wtforms.validators import Length$/;" kind:namespace line:5 +ListMessagesWithLabels download_emails.py /^def ListMessagesWithLabels(service, user_id, label_ids=[]):$/;" kind:function line:23 +MIMEApplication mailing_list.py /^from email.mime.application import MIMEApplication$/;" kind:namespace line:2 +MIMEMultipart mailing_list.py /^from email.mime.multipart import MIMEMultipart$/;" kind:namespace line:3 +MIMEText mailing_list.py /^from email.mime.text import MIMEText$/;" kind:namespace line:4 +MIMEText send_email.py /^from email.mime.text import MIMEText$/;" kind:namespace line:10 +MODIFIED pyisda/pyisda/curve.pyx /^ MODIFIED = <long>'M'$/;" kind:variable line:15 +Meta Dawn/views.py /^ class Meta:$/;" kind:class line:52 +Meta Dawn/views.py /^ class Meta:$/;" kind:class line:58 +Meta Dawn/views.py /^ class Meta:$/;" kind:class line:66 +Meta Dawn/views.py /^ class Meta:$/;" kind:class line:73 +MetaData Dawn/__init__.py /^from sqlalchemy import MetaData$/;" kind:namespace line:4 +MetaData adj_index_price.py /^from sqlalchemy import create_engine, MetaData, Table, bindparam$/;" kind:namespace line:1 +MetaData backfill_index.py /^from sqlalchemy import MetaData, create_engine, Table$/;" kind:namespace line:1 +MetaData bbg_newids.py /^from sqlalchemy import create_engine, MetaData, select, Column, func, bindparam$/;" kind:namespace line:1 +MetaData insert_composite_quotes.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +MetaData insert_index.py /^from sqlalchemy import MetaData, create_engine, Table$/;" kind:namespace line:2 +MetaData insert_tranche_quotes_old.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +MetaData parse_emails.py /^ from sqlalchemy import MetaData, Table$/;" kind:namespace line:176 +MetaData task_server/insert_tranche_quotes.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +ModelForm Dawn/models.py /^class ModelForm(BaseModelForm):$/;" kind:class line:209 +ModelForm Dawn/views.py /^from .models import ModelForm, BondDeal, CDSDeal, SwaptionDeal, Counterparties$/;" kind:namespace line:3 +ModifiedFollowing load_cf.py /^from quantlib.time.api import Schedule, Actual360, Period, Months, Calendar, Unadjusted, ModifiedFollowing, Date$/;" kind:namespace line:12 +MonthEnd externalmarksbackfill.py /^from pandas.tseries.offsets import MonthEnd$/;" kind:namespace line:11 +Months load_cf.py /^from quantlib.time.api import Schedule, Actual360, Period, Months, Calendar, Unadjusted, ModifiedFollowing, Date$/;" kind:namespace line:12 +Months test_upfront_cds.py /^from quantlib.time.api import (WeekendsOnly, today, Years, Months,$/;" kind:namespace line:1 +NONE pyisda/pyisda/curve.pyx /^ NONE = <long>'N'$/;" kind:variable line:14 +Ngrid calibrate_tranches.py /^ Ngrid = 101$/;" kind:variable line:37 +P optimization.py /^ P = np.array([[5, 4, 3, 2, 1],[3, 3, 4, 3, 3]])$/;" kind:variable line:100 +PREVIOUS pyisda/pyisda/curve.pyx /^ PREVIOUS = <long>'P'$/;" kind:variable line:13 +PROTECTION Dawn/models.py /^PROTECTION = ENUM('Buyer', 'Seller', name='protection')$/;" kind:variable line:68 +PY_MAJOR_VERSION pyisda/pyisda/date.pyx /^from cpython.version cimport PY_MAJOR_VERSION$/;" kind:namespace line:3 +Parallel calibrate_swaption.py /^from joblib import Parallel, delayed$/;" kind:namespace line:6 +Path download_emails.py /^from pathlib import Path$/;" kind:namespace line:3 +PchipInterpolator optimization.py /^from scipy.interpolate import PchipInterpolator$/;" kind:namespace line:3 +PdfFileMerger Dawn/views.py /^from PyPDF2 import PdfFileMerger$/;" kind:namespace line:13 +Period load_cf.py /^from quantlib.time.api import Schedule, Actual360, Period, Months, Calendar, Unadjusted, ModifiedFollowing, Date$/;" kind:namespace line:12 +Period tranche_functions.py /^from quantlib.time.api import Actual360, Period, UnitedStates, Following, today$/;" kind:namespace line:4 +Period yieldcurve.py /^from quantlib.time.api import (WeekendsOnly, Date, Period, Days, Schedule, Annual,$/;" kind:namespace line:5 +PhantomJS download_markit_quotes.py /^from selenium.webdriver import Firefox, PhantomJS, FirefoxProfile$/;" kind:namespace line:2 +PhoneNumberType Dawn/models.py /^from sqlalchemy_utils import EmailType, PhoneNumberType$/;" kind:namespace line:7 +QLnextIMMCodes futures.py /^def QLnextIMMCodes(startdate, length = 8):$/;" kind:function line:33 +QuarterBegin dates.py /^from pandas.tseries.offsets import CustomBusinessDay, Day, QuarterBegin$/;" kind:namespace line:2 +R script_calibrate_tranches.py /^ R = np.zeros((n_int, Ngrid, SurvProb.shape[1]))$/;" kind:variable line:24 +REPO_TYPE Dawn/models.py /^REPO_TYPE = ENUM('REPO', 'REVERSE REPO', name='repo_type')$/;" kind:variable line:48 +RepoDeal Dawn/models.py /^class RepoDeal(db.Model):$/;" kind:class line:141 +Rho calibrate_tranches.py /^Rho = np.zeros((len(dates), 3))$/;" kind:variable line:22 +Rpath tasks.py /^Rpath = os.path.join(os.environ['CODE_DIR'], "code", "R")$/;" kind:variable line:5 +Rstoch script_calibrate_tranches.py /^ Rstoch = np.zeros((n_credit, n_int, SurvProb.shape[1]))$/;" kind:variable line:19 +S script_calibrate_tranches.py /^ S = 1 - Rstoch[:,:,t]$/;" kind:variable line:26 +SCOPES download_emails.py /^SCOPES = 'https:\/\/www.googleapis.com\/auth\/gmail.readonly'$/;" kind:variable line:18 +SCOPES send_email.py /^SCOPES = 'https:\/\/www.googleapis.com\/auth\/gmail.modify'$/;" kind:variable line:16 +SELLER test_upfront_cds.py /^from quantlib.instruments.api import CreditDefaultSwap, SELLER, BUYER$/;" kind:namespace line:5 +SIMPLE_BASIS pyisda/pyisda/curve.pxd /^ SIMPLE_BASIS = 0$/;" kind:variable line:99 +SQLAlchemy Dawn/__init__.py /^from flask_sqlalchemy import SQLAlchemy$/;" kind:namespace line:3 +SWAPTION_STRAT Dawn/models.py /^SWAPTION_STRAT = ENUM('IGPAYER', 'IGREC', 'HYPAYER', 'HYREC',$/;" kind:variable line:42 +SWAPTION_TYPE Dawn/models.py /^SWAPTION_TYPE = ENUM('PAYER', 'RECEIVER',$/;" kind:variable line:45 +SWAP_TYPE Dawn/models.py /^SWAP_TYPE = ENUM('CD_INDEX', 'CD_INDEX_TRANCHE', 'CD_BASKET_TRANCHE', 'ABS_CDS', name='swap_type')$/;" kind:variable line:60 +Schedule load_cf.py /^from quantlib.time.api import Schedule, Actual360, Period, Months, Calendar, Unadjusted, ModifiedFollowing, Date$/;" kind:namespace line:12 +Schedule tranche_functions.py /^from quantlib.time.schedule import Schedule, CDS$/;" kind:namespace line:3 +Schedule yieldcurve.py /^from quantlib.time.api import (WeekendsOnly, Date, Period, Days, Schedule, Annual,$/;" kind:namespace line:5 +SelectField Dawn/models.py /^from wtforms import SelectField$/;" kind:namespace line:4 +Settings analytics/index.py /^from quantlib.settings import Settings$/;" kind:namespace line:8 +Settings load_cf.py /^from quantlib.settings import Settings$/;" kind:namespace line:14 +Settings pyisda/pyisda/utils.py /^from quantlib.settings import Settings$/;" kind:namespace line:1 +Settings test_upfront_cds.py /^from quantlib.settings import Settings$/;" kind:namespace line:11 +Settings tests/test_cds.py /^from quantlib.settings import Settings$/;" kind:namespace line:4 +Settings tests/test_yieldcurve.py /^from quantlib.settings import Settings$/;" kind:namespace line:5 +Settings yieldcurve.py /^from quantlib.settings import Settings$/;" kind:namespace line:4 +SimpleQuote yieldcurve.py /^from quantlib.quotes import SimpleQuote$/;" kind:namespace line:18 +SpreadCurve analytics/index.py /^from pyisda.curve import SpreadCurve$/;" kind:namespace line:15 +SpreadCurve analytics/option.py /^from pyisda.curve import SpreadCurve$/;" kind:namespace line:21 +SpreadCurve pyisda/example.py /^from pyisda.curve import YieldCurve, BadDay, SpreadCurve$/;" kind:namespace line:1 +SpreadCurve pyisda/pyisda/curve.pxd /^cdef class SpreadCurve(Curve):$/;" kind:class line:110 +SpreadCurve pyisda/pyisda/curve.pyx /^cdef class SpreadCurve(Curve):$/;" kind:class line:236 +SpreadCurve pyisda/pyisda/flat_hazard.pyx /^from curve cimport (TCurve, YieldCurve, SpreadCurve, JpmcdsCleanSpreadCurve,$/;" kind:namespace line:8 +SpreadCurve pyisda/pyisda/legs.pyx /^from curve cimport YieldCurve, SpreadCurve$/;" kind:namespace line:5 +SpreadCurve pyisda/tests/test_pickle.py /^from pyisda.curve import SpreadCurve$/;" kind:namespace line:4 +SpreadCurve test_upfront_cds.py /^from pyisda.curve import YieldCurve, BadDay, SpreadCurve$/;" kind:namespace line:14 +StringIO process_queue.py /^ from cStringIO import StringIO$/;" kind:namespace line:9 +StringIO process_queue.py /^ from io import StringIO$/;" kind:namespace line:7 +SurvProb calibrate_tranches.py /^ SurvProb = np.array([[float(e) for e in line.split(",")] for line in fh], dtype='double', order='F')$/;" kind:variable line:31 +SurvProb script_calibrate_tranches.py /^ SurvProb = np.array([[float(e) for e in line.split(",")] for line in fh], dtype='double', order='F')$/;" kind:variable line:12 +Swaption analytics/__init__.py /^from .option import Swaption$/;" kind:namespace line:2 +Swaption analytics/option.py /^class Swaption(ForwardIndex):$/;" kind:class line:60 +Swaption calibrate_swaption.py /^from analytics import Index, Swaption$/;" kind:namespace line:3 +Swaption test_hyoption.py /^from analytics import Index, Swaption$/;" kind:namespace line:1 +Swaption test_igoption.py /^from analytics import Index, Swaption$/;" kind:namespace line:1 +Swaption tests/test_swaption.py /^from analytics import Index, Swaption$/;" kind:namespace line:7 +SwaptionDeal Dawn/models.py /^class SwaptionDeal(db.Model):$/;" kind:class line:178 +SwaptionDeal Dawn/views.py /^from .models import ModelForm, BondDeal, CDSDeal, SwaptionDeal, Counterparties$/;" kind:namespace line:3 +SwaptionForm Dawn/views.py /^class SwaptionForm(ModelForm):$/;" kind:class line:71 +T analytics/option.py /^ def T(self):$/;" kind:member line:232 +TCurve pyisda/pyisda/cdsone.pxd /^from curve cimport TCurve$/;" kind:namespace line:2 +TCurve pyisda/pyisda/flat_hazard.pyx /^from curve cimport (TCurve, YieldCurve, SpreadCurve, JpmcdsCleanSpreadCurve,$/;" kind:namespace line:8 +TCurve pyisda/pyisda/legs.pxd /^from curve cimport TCurve$/;" kind:namespace line:3 +TDate pyisda/pyisda/flat_hazard.pyx /^from date cimport dcc, TDate$/;" kind:namespace line:1 +TDate pyisda/pyisda/legs.pxd /^from date cimport TDate, TDateInterval$/;" kind:namespace line:1 +TDateInterval pyisda/pyisda/cdsone.pxd /^from date cimport TDateInterval$/;" kind:namespace line:1 +TDateInterval pyisda/pyisda/legs.pxd /^from date cimport TDate, TDateInterval$/;" kind:namespace line:1 +TDate_to_pydate pyisda/pyisda/date.pxd /^cpdef c_datetime.date TDate_to_pydate(TDate d)$/;" kind:function line:49 +TDate_to_pydate pyisda/pyisda/date.pyx /^cpdef c_datetime.date TDate_to_pydate(TDate d):$/;" kind:function line:10 +TDate_to_pydate pyisda/pyisda/legs.pyx /^from date cimport pydate_to_TDate, TDate_to_pydate, dcc$/;" kind:namespace line:2 +TStubMethod pyisda/pyisda/curve.pxd /^from cdsone cimport TStubMethod$/;" kind:namespace line:1 +TStubMethod pyisda/pyisda/curve.pyx /^from cdsone cimport JpmcdsStringToStubMethod, TStubMethod$/;" kind:namespace line:7 +TStubMethod pyisda/pyisda/flat_hazard.pyx /^from cdsone cimport JpmcdsStringToStubMethod, TStubMethod$/;" kind:namespace line:11 +TStubMethod pyisda/pyisda/legs.pxd /^from cdsone cimport TStubMethod$/;" kind:namespace line:2 +TStubMethod pyisda/pyisda/legs.pyx /^from cdsone cimport JpmcdsStringToStubMethod, TStubMethod$/;" kind:namespace line:4 +Table adj_index_price.py /^from sqlalchemy import create_engine, MetaData, Table, bindparam$/;" kind:namespace line:1 +Table backfill_index.py /^from sqlalchemy import MetaData, create_engine, Table$/;" kind:namespace line:1 +Table insert_composite_quotes.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +Table insert_index.py /^from sqlalchemy import MetaData, create_engine, Table$/;" kind:namespace line:2 +Table insert_tranche_quotes_old.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +Table parse_emails.py /^ from sqlalchemy import MetaData, Table$/;" kind:namespace line:176 +Table task_server/insert_tranche_quotes.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +Template mailing_list.py /^from string import Template$/;" kind:namespace line:5 +Template trade_template.py /^from string import Template$/;" kind:namespace line:1 +TestBreakeven tests/test_swaption.py /^class TestBreakeven(unittest.TestCase):$/;" kind:class line:54 +TestDaysAccrued dates.py /^class TestDaysAccrued(unittest.TestCase):$/;" kind:class line:54 +TestForwardIndex tests/test_index.py /^class TestForwardIndex(unittest.TestCase):$/;" kind:class line:47 +TestPickle pyisda/tests/test_pickle.py /^class TestPickle(unittest.TestCase):$/;" kind:class line:9 +TestPutCallParity tests/test_swaption.py /^class TestPutCallParity(unittest.TestCase):$/;" kind:class line:9 +TestStrike tests/test_index.py /^class TestStrike(unittest.TestCase):$/;" kind:class line:11 +TestUpfront tests/test_cds.py /^class TestUpfront(unittest.TestCase):$/;" kind:class line:12 +TestYieldCurve tests/test_yieldcurve.py /^class TestYieldCurve(unittest.TestCase):$/;" kind:class line:10 +TimeoutException download_markit_quotes.py /^from selenium.common.exceptions import TimeoutException$/;" kind:namespace line:8 +USDCurrency pyisda/pyisda/utils.py /^from quantlib.currency.api import USDCurrency, EURCurrency$/;" kind:namespace line:6 +USDCurrency yieldcurve.py /^from quantlib.currency.api import USDCurrency, EURCurrency$/;" kind:namespace line:9 +Unadjusted load_cf.py /^from quantlib.time.api import Schedule, Actual360, Period, Months, Calendar, Unadjusted, ModifiedFollowing, Date$/;" kind:namespace line:12 +UnitedStates tranche_functions.py /^from quantlib.time.api import Actual360, Period, UnitedStates, Following, today$/;" kind:namespace line:4 +WebDriverWait download_markit_quotes.py /^from selenium.webdriver.support.ui import WebDriverWait$/;" kind:namespace line:5 +WebDriverWait download_markit_quotes.py /^from selenium.webdriver.support.ui import WebDriverWait$/;" kind:namespace line:7 +WeekendsOnly pyisda/pyisda/utils.py /^from quantlib.time.api import ( Date, pydate_from_qldate, WeekendsOnly,$/;" kind:namespace line:2 +WeekendsOnly test_upfront_cds.py /^from quantlib.time.api import (WeekendsOnly, today, Years, Months,$/;" kind:namespace line:1 +WeekendsOnly yieldcurve.py /^from quantlib.time.api import (WeekendsOnly, Date, Period, Days, Schedule, Annual,$/;" kind:namespace line:5 +YC analytics/index.py /^from yieldcurve import YC, ql_to_jp, roll_yc, rate_helpers$/;" kind:namespace line:18 +YC calibrate_tranches.py /^from yieldcurve import YC$/;" kind:namespace line:3 +YC load_cf.py /^from yieldcurve import YC$/;" kind:namespace line:15 +YC pyisda/pyisda/utils.py /^def YC(currency="USD", helpers = None, MarkitData=None):$/;" kind:function line:65 +YC test_upfront_cds.py /^from yieldcurve import YC, rate_helpers, getMarkitIRData$/;" kind:namespace line:12 +YC tests/test_cds.py /^from yieldcurve import YC, ql_to_jp$/;" kind:namespace line:10 +YC tests/test_yieldcurve.py /^from yieldcurve import YC$/;" kind:namespace line:8 +YC yieldcurve.py /^def YC(helpers = None, currency="USD", MarkitData=None):$/;" kind:function line:105 +Years test_upfront_cds.py /^from quantlib.time.api import (WeekendsOnly, today, Years, Months,$/;" kind:namespace line:1 +YieldCurve pyisda/example.py /^from pyisda.curve import YieldCurve, BadDay, SpreadCurve$/;" kind:namespace line:1 +YieldCurve pyisda/pyisda/cdsone.pyx /^from curve cimport YieldCurve$/;" kind:namespace line:1 +YieldCurve pyisda/pyisda/curve.pxd /^cdef class YieldCurve(Curve):$/;" kind:class line:106 +YieldCurve pyisda/pyisda/curve.pyx /^cdef class YieldCurve(Curve):$/;" kind:class line:86 +YieldCurve pyisda/pyisda/flat_hazard.pyx /^from curve cimport (TCurve, YieldCurve, SpreadCurve, JpmcdsCleanSpreadCurve,$/;" kind:namespace line:8 +YieldCurve pyisda/pyisda/legs.pyx /^from curve cimport YieldCurve, SpreadCurve$/;" kind:namespace line:5 +YieldCurve pyisda/pyisda/utils.py /^from pyisda.curve import YieldCurve, BadDay$/;" kind:namespace line:16 +YieldCurve test_upfront_cds.py /^from pyisda.curve import YieldCurve, BadDay, SpreadCurve$/;" kind:namespace line:14 +YieldCurve yieldcurve.py /^from pyisda.curve import YieldCurve$/;" kind:namespace line:20 +ZipFile ecb_yieldcurve.py /^from zipfile import ZipFile$/;" kind:namespace line:4 +ZipFile load_cf.py /^from zipfile import ZipFile$/;" kind:namespace line:8 +__cinit__ pyisda/pyisda/legs.pyx /^ def __cinit__(self, start_date, end_date, TBoolean pay_accrued_on_default,$/;" kind:member line:87 +__cinit__ pyisda/pyisda/legs.pyx /^ def __cinit__(self, start_date, end_date, double notional,$/;" kind:member line:20 +__dealloc__ pyisda/pyisda/curve.pyx /^ def __dealloc__(self):$/;" kind:member line:168 +__dealloc__ pyisda/pyisda/curve.pyx /^ def __dealloc__(self):$/;" kind:member line:18 +__dealloc__ pyisda/pyisda/legs.pyx /^ def __dealloc__(self):$/;" kind:member line:187 +__dealloc__ pyisda/pyisda/legs.pyx /^ def __dealloc__(self):$/;" kind:member line:30 +__forward_zero_price pyisda/pyisda/curve.pyx /^ def __forward_zero_price(self, d2, d1 = None):$/;" kind:member line:57 +__getstate__ pyisda/pyisda/curve.pyx /^ def __getstate__(self):$/;" kind:member line:173 +__getstate__ pyisda/pyisda/curve.pyx /^ def __getstate__(self):$/;" kind:member line:22 +__hash__ analytics/option.py /^ def __hash__(self):$/;" kind:member line:120 +__init__ analytics/index.py /^ def __init__(self, index, forward_date, ref_is_price = False):$/;" kind:member line:312 +__init__ analytics/index.py /^ def __init__(self, start_date, end_date, recovery, fixed_rate,$/;" kind:member line:38 +__init__ analytics/option.py /^ def __init__(self, index, exercise_date, strike,$/;" kind:member line:62 +__init__ daemon.py /^ def __init__(self, pidfile): self.pidfile = pidfile$/;" kind:member line:10 +__init__ db.py /^ def __init__(self, wrapped):$/;" kind:member line:10 +__init__ pyisda/pyisda/curve.pyx /^ def __init__(self, date, str types,$/;" kind:member line:115 +__init__ pyisda/pyisda/curve.pyx /^ def __init__(self, today, YieldCurve yc, start_date, step_in_date,$/;" kind:member line:255 +__init__.py Dawn/__init__.py 1;" kind:file line:1 +__init__.py analytics/__init__.py 1;" kind:file line:1 +__init__.py intex/__init__.py 1;" kind:file line:1 +__init__.py markit/__init__.py 1;" kind:file line:1 +__init__.py pyisda/pyisda/__init__.py 1;" kind:file line:1 +__init__.py risk_insight/__init__.py 1;" kind:file line:1 +__init__.py task_server/__init__.py 1;" kind:file line:1 +__main__.py intex/__main__.py 1;" kind:file line:1 +__main__.py markit/__main__.py 1;" kind:file line:1 +__main__.py task_server/__main__.py 1;" kind:file line:1 +__reduce__ pyisda/pyisda/legs.pyx /^ def __reduce__(self):$/;" kind:member line:110 +__reduce__ pyisda/pyisda/legs.pyx /^ def __reduce__(self):$/;" kind:member line:34 +__repr__ analytics/index.py /^ def __repr__(self):$/;" kind:member line:258 +__repr__ analytics/option.py /^ def __repr__(self):$/;" kind:member line:305 +__setstate__ pyisda/pyisda/curve.pyx /^ def __setstate__(self, state):$/;" kind:member line:178 +__setstate__ pyisda/pyisda/curve.pyx /^ def __setstate__(self, state):$/;" kind:member line:30 +__table__args Dawn/models.py /^ "haircut is NULL and weighted_amount is NOT NULL)"),$/;" kind:variable line:175 +__table_args__ Dawn/models.py /^ "(attach is not NULL and detach is not NULL)"),)$/;" kind:variable line:139 +__table_args__ Dawn/models.py /^ __table_args__= (db.CheckConstraint('cusip is not Null or isin is not Null'),)$/;" kind:variable line:104 +__tablename__ Dawn/models.py /^ __tablename__ = 'bonds'$/;" kind:variable line:71 +__tablename__ Dawn/models.py /^ __tablename__ = 'cds'$/;" kind:variable line:107 +__tablename__ Dawn/models.py /^ __tablename__ = 'counterparties'$/;" kind:variable line:12 +__tablename__ Dawn/models.py /^ __tablename__ = 'repo'$/;" kind:variable line:142 +__tablename__ Dawn/models.py /^ __tablename__ = 'swaptions'$/;" kind:variable line:179 +_service send_email.py /^ _service = get_gmail_service()$/;" kind:variable line:46 +_update analytics/index.py /^ def _update(self):$/;" kind:member line:351 +_update analytics/index.py /^ def _update(self):$/;" kind:member line:93 +acc calibrate_tranches.py /^ acc = cdsAccrued(startdate, 0.05)$/;" kind:variable line:48 +account_number trade_booking.py /^account_number = "602382.1"$/;" kind:variable line:30 +accrued Dawn/models.py /^ accrued = db.Column(db.Float, nullable = False)$/;" kind:variable line:98 +accrued analytics/index.py /^ def accrued(self):$/;" kind:member line:126 +accrued pyisda/pyisda/legs.pyx /^ def accrued(self, today):$/;" kind:member line:172 +accrued_payment Dawn/models.py /^ accrued_payment = db.Column(db.Float)$/;" kind:variable line:102 +action Dawn/models.py /^ action = db.Column(ACTION)$/;" kind:variable line:111 +action Dawn/models.py /^ action = db.Column(ACTION)$/;" kind:variable line:145 +action Dawn/models.py /^ action = db.Column(ACTION)$/;" kind:variable line:183 +action Dawn/models.py /^ action = db.Column(ACTION)$/;" kind:variable line:75 +adj_index_price.py adj_index_price.py 1;" kind:file line:1 +adjust_attachments tranche_functions.py /^def adjust_attachments(K, losstodate, factor):$/;" kind:function line:78 +affected_indices handle_default.py /^def affected_indices(company_id):$/;" kind:function line:6 +all_df parse_gs.py /^all_df = all_df.rename(columns={'Strike':'strike',$/;" kind:variable line:89 +all_df parse_gs.py /^all_df = pd.concat(all_df, names = ['quotedate', 'index', 'series'])$/;" kind:variable line:83 +all_df parse_gs.py /^all_df = {}$/;" kind:variable line:7 +all_extensions pyisda/setup.py /^all_extensions = Extension("*", ["pyisda\/*.pyx"],$/;" kind:variable line:5 +all_extensions pyisda/setup.py /^all_extensions = cythonize([c_extension, all_extensions], nthreads = 4,$/;" kind:variable line:13 +already_uploaded parse_emails.py /^ already_uploaded = pickle.load(fh)$/;" kind:variable line:208 +already_uploaded parse_emails.py /^ already_uploaded = {}$/;" kind:variable line:210 +app Dawn/__init__.py /^app = Flask(__name__)$/;" kind:variable line:6 +app Dawn/views.py /^from . import app$/;" kind:namespace line:15 +app risk_insight/__init__.py /^app = Flask(__name__)$/;" kind:variable line:2 +app risk_insight/views.py /^from risk_insight import app$/;" kind:namespace line:1 +app task_server/__init__.py /^app = Flask(__name__)$/;" kind:variable line:2 +app task_server/rest.py /^from task_server import app$/;" kind:namespace line:7 +append_overrides bbg_helpers.py /^def append_overrides(request, d):$/;" kind:function line:36 +arch_model option_trades.py /^from arch import arch_model$/;" kind:namespace line:2 +argparse calibrate_swaption.py /^import argparse$/;" kind:namespace line:2 +argparse download_emails.py /^import argparse$/;" kind:namespace line:15 +argparse markit/__main__.py /^import argparse$/;" kind:namespace line:1 +argparse process_queue.py /^import argparse$/;" kind:namespace line:20 +argparse send_email.py /^import argparse$/;" kind:namespace line:13 +argparse task_server/__main__.py /^import argparse$/;" kind:namespace line:2 +args calibrate_swaption.py /^ args = parser.parse_args()$/;" kind:variable line:65 +args markit/__main__.py /^args = parser.parse_args()$/;" kind:variable line:33 +args task_server/__main__.py /^args = parser.parse_args()$/;" kind:variable line:21 +argv handle_default.py /^from sys import argv$/;" kind:namespace line:4 +array analytics/option.py /^import array$/;" kind:namespace line:3 +array pyisda/example.py /^import array$/;" kind:namespace line:7 +array test_upfront_cds.py /^import array$/;" kind:namespace line:19 +assertListAlmostEqual pyisda/tests/test_pickle.py /^ def assertListAlmostEqual(self, l1, l2):$/;" kind:member line:13 +assertListAlmostEqual tests/test_yieldcurve.py /^ def assertListAlmostEqual(self, list1, list2, places = 7):$/;" kind:member line:12 +asset_class Dawn/models.py /^ asset_class = db.Column(ASSET_CLASS)$/;" kind:variable line:99 +atexit daemon.py /^import sys, os, time, atexit, signal$/;" kind:namespace line:3 +atm_vol option_trades.py /^def atm_vol(index, series, moneyness=0.2):$/;" kind:function line:64 +atm_vol_date option_trades.py /^def atm_vol_date(index, date):$/;" kind:function line:81 +atm_vol_fun option_trades.py /^def atm_vol_fun(v, ref_is_price=False, moneyness=0.2):$/;" kind:function line:58 +attach Dawn/models.py /^ attach = db.Column(db.SmallInteger, info={'min': 0, 'max':100})$/;" kind:variable line:133 +attach insert_index.py /^ attach = attach,$/;" kind:variable line:77 +attachment_name mailing_list.py /^ attachment_name = 'Serenitas Capital (SCGMF Returns).pdf'$/;" kind:variable line:35 +attachment_name mailing_list.py /^ attachment_name = 'Serenitas Credit Gamma Master Fund - Investor Letter 1Q2015.pdf'$/;" kind:variable line:40 +author pyisda/docs/conf.py /^author = 'Guillaume Horel'$/;" kind:variable line:60 +author pyisda/setup.py /^ author = 'Guillaume Horel',$/;" kind:variable line:19 +aux calibrate_tranches.py /^ def aux(rho):$/;" kind:function line:50 +aux option_trades.py /^ def aux(s, col, term):$/;" kind:function line:102 +aux process_queue.py /^def aux(v):$/;" kind:function line:98 +b optimization.py /^ b = np.array([2.5, 3.3])$/;" kind:variable line:102 +backfill_cds.py backfill_cds.py 1;" kind:file line:1 +backfill_index.py backfill_index.py 1;" kind:file line:1 +backpopulate_marks position.py /^def backpopulate_marks(begin_str='2015-01-15', end_str='2015-07-15'):$/;" kind:function line:38 +base64 download_emails.py /^import base64$/;" kind:namespace line:12 +base64 send_email.py /^import base64$/;" kind:namespace line:8 +base_date pyisda/pyisda/curve.pyx /^ def base_date(self):$/;" kind:member line:54 +base_uri futures.py /^base_uri = "http:\/\/www.cmegroup.com\/CmeWS\/md\/MDServer\/V1\/Venue\/G\/Exchange\/XCME\/FOI\/FUT\/Product\/GE"$/;" kind:variable line:49 +basedir backfill_cds.py /^basedir = "\/home\/share\/CorpCDOs\/Scenarios\/Calibration"$/;" kind:variable line:21 +basedir populate_risk_numbers.py /^ basedir = "\/home\/share\/CorpCDOs"$/;" kind:variable line:62 +basedir populate_risk_numbers.py /^basedir = "\/home\/share\/CorpCDOs"$/;" kind:variable line:5 +basedir risk_insight/views.py /^basedir = "\/home\/share\/CorpCDOs"$/;" kind:variable line:7 +basketid insert_index.py /^ basketid = eubasketid,$/;" kind:variable line:75 +bbg_helpers.py bbg_helpers.py 1;" kind:file line:1 +bbg_newids.py bbg_newids.py 1;" kind:file line:1 +bbg_prices.py bbg_prices.py 1;" kind:file line:1 +bdate_range position.py /^from pandas import bdate_range$/;" kind:namespace line:5 +binascii download_emails.py /^import binascii$/;" kind:namespace line:13 +binascii send_email.py /^import binascii$/;" kind:namespace line:9 +bindparam adj_index_price.py /^from sqlalchemy import create_engine, MetaData, Table, bindparam$/;" kind:namespace line:1 +bindparam bbg_newids.py /^from sqlalchemy import create_engine, MetaData, select, Column, func, bindparam$/;" kind:namespace line:1 +black analytics/black.py /^def black(F, K, T, sigma, option_type = "payer"):$/;" kind:function line:16 +black analytics/option.py /^from .black import black$/;" kind:namespace line:9 +black.py analytics/black.py 1;" kind:file line:1 +bloomberg_corp bbg_newids.py /^bloomberg_corp = meta.tables['bloomberg_corp']$/;" kind:variable line:13 +bloomberg_corp_ref bbg_newids.py /^bloomberg_corp_ref = meta.tables['bloomberg_corp_ref']$/;" kind:variable line:12 +blpapi bbg_helpers.py /^import blpapi$/;" kind:namespace line:1 +bond_cal Dawn/views.py /^bond_cal = HolidayCalendarFactory('BondCalendar', fed_cal, GoodFriday)$/;" kind:variable line:20 +bond_cal dates.py /^bond_cal = HolidayCalendarFactory('BondCalendar', fed_cal, GoodFriday)$/;" kind:variable line:7 +bond_trade_process process_queue.py /^def bond_trade_process(conn, session, trade):$/;" kind:function line:271 +breakeven analytics/option.py /^ def breakeven(self):$/;" kind:member line:277 +brentq analytics/index.py /^from scipy.optimize import brentq$/;" kind:namespace line:17 +brentq analytics/option.py /^from scipy.optimize import brentq$/;" kind:namespace line:23 +broker_codes trade_booking.py /^broker_codes = get_broker_codes()$/;" kind:variable line:33 +bs4 parse_preqin.py /^import bs4$/;" kind:namespace line:2 +build download_emails.py /^from apiclient.discovery import build$/;" kind:namespace line:5 +build send_email.py /^from apiclient.discovery import build$/;" kind:namespace line:1 +build_line process_queue.py /^def build_line(obj, queue_name='bond_trades'):$/;" kind:function line:122 +build_portfolio tasks.py /^def build_portfolio(workdate, dealname, reinvflag):$/;" kind:function line:8 +build_scenarios tasks.py /^def build_scenarios(workdate, dealname, reinvflag):$/;" kind:function line:14 +build_yc pyisda/example.py /^from pyisda.utils import build_yc$/;" kind:namespace line:6 +build_yc pyisda/pyisda/utils.py /^def build_yc(trade_date, ql_curve = False):$/;" kind:function line:72 +build_yc pyisda/tests/test_pickle.py /^from pyisda.utils import build_yc$/;" kind:namespace line:7 +build_yc test_upfront_cds.py /^from pyisda.utils import build_yc$/;" kind:namespace line:15 +bump_rev Dawn/utils.py /^def bump_rev(filename):$/;" kind:function line:57 +bump_rev Dawn/views.py /^from .utils import load_counterparties, bump_rev, simple_serialize$/;" kind:namespace line:12 +bus_day Dawn/views.py /^bus_day = CustomBusinessDay(calendar=bond_cal())$/;" kind:variable line:21 +bus_day dates.py /^bus_day = CustomBusinessDay(calendar=bond_cal())$/;" kind:variable line:8 +bus_day load_globeop_report.py /^from dates import bus_day$/;" kind:namespace line:5 +bus_day pnl_explain.py /^from dates import bus_day, imm_dates, yearfrac$/;" kind:namespace line:5 +buysell Dawn/models.py /^ buysell = db.Column(db.Boolean, nullable = False, info={'choices':[(0, 'sell'), (1, 'buy')],$/;" kind:variable line:192 +buysell Dawn/models.py /^ buysell = db.Column(db.Boolean, nullable = False, info={'choices':[(0, 'sell'), (1, 'buy')],$/;" kind:variable line:93 +c backfill_cds.py /^ c = serenitasdb.cursor()$/;" kind:variable line:33 +c_datetime pyisda/pyisda/date.pxd /^from cpython cimport datetime as c_datetime$/;" kind:namespace line:1 +c_datetime pyisda/pyisda/date.pyx /^from cpython cimport datetime as c_datetime$/;" kind:namespace line:2 +c_extension pyisda/setup.py /^c_extension = Extension("pyisda.flat_hazard",$/;" kind:variable line:9 +cached_f analytics/option.py /^ def cached_f(*args, **kwargs):$/;" kind:function line:36 +cal yieldcurve.py /^ cal = calendar_from_name('USA')$/;" kind:variable line:125 +calib analytics/option.py /^def calib(S0, fp, exercise_date, exercise_date_settle,$/;" kind:function line:26 +calib calibrate_swaption.py /^def calib(d, option, expiry, index, series):$/;" kind:function line:23 +calibrate calibrate_swaption.py /^def calibrate(index_type, series, date, nproc):$/;" kind:function line:40 +calibrate_swaption.py calibrate_swaption.py 1;" kind:file line:1 +calibrate_tranches.py calibrate_tranches.py 1;" kind:file line:1 +call_notice Dawn/models.py /^ call_notice = db.Column(CALL_NOTICE)$/;" kind:variable line:171 +cashaccount Dawn/models.py /^ cashaccount = db.Column(db.String(10), default='MLNSCLMASW', nullable=False)$/;" kind:variable line:186 +cashaccount Dawn/models.py /^ cashaccount = db.Column(db.String(10), default='SGNSCLMASW', nullable=False)$/;" kind:variable line:114 +cashaccount Dawn/models.py /^ cashaccount = db.Column(db.String(10), default='SGNSCLMASW', nullable=False)$/;" kind:variable line:148 +cashaccount Dawn/models.py /^ cashaccount = db.Column(db.String(10), default='V0NSCLMAMB', nullable=False)$/;" kind:variable line:78 +cashflows pyisda/pyisda/legs.pyx /^ def cashflows(self):$/;" kind:member line:134 +cds.py markit/cds.py 1;" kind:file line:1 +cdsAccrued tranche_functions.py /^def cdsAccrued(tradedate, coupon):$/;" kind:function line:137 +cds_explain pnl_explain.py /^def cds_explain(index, series, tenor, attach = np.nan, detach = np.nan,$/;" kind:function line:117 +cds_explain_strat pnl_explain.py /^def cds_explain_strat(strat, start_date, end_date, engine = dbengine("dawndb")):$/;" kind:function line:190 +cds_rebook.py cds_rebook.py 1;" kind:file line:1 +cds_schedule test_upfront_cds.py /^ cds_schedule = Schedule(Date.from_datetime(trade_date), Date.from_datetime(term_date),$/;" kind:variable line:72 +cds_trade test_upfront_cds.py /^ cds_trade = CreditDefaultSwap.from_upfront(BUYER, 10000000, 0., 0.01, cds_schedule, Following, Actual360(),$/;" kind:variable line:75 +cds_trade2 test_upfront_cds.py /^ cds_trade2 = CreditDefaultSwap(BUYER, 10000000, spread, cds_schedule, Following, Actual360(),$/;" kind:variable line:83 +cds_trade_process process_queue.py /^def cds_trade_process(serenitasdb, dawndb, session, trade):$/;" kind:function line:291 +cdsone.pxd pyisda/pyisda/cdsone.pxd 1;" kind:file line:1 +cdsone.pyx pyisda/pyisda/cdsone.pyx 1;" kind:file line:1 +central futures.py /^central = pytz.timezone('US\/Central')$/;" kind:variable line:55 +cfdata load_cf.py /^ cfdata = getdealcf(params["dealnames"], params["zipfiles"], tradedate)$/;" kind:variable line:198 +chain externalmarksbackfill.py /^from itertools import chain$/;" kind:namespace line:9 +chain load_globeop_report.py /^from itertools import chain$/;" kind:namespace line:4 +checked trade_template.py /^checked = "\\underline{\\hspace{0.35cm}X\\hspace{0.35cm}}"$/;" kind:variable line:4 +city Dawn/models.py /^ city = db.Column(db.String)$/;" kind:variable line:15 +clean_mapping bbg_newids.py /^clean_mapping = ((cusip, loanxid - {None}) for cusip, loanxid in d.items())$/;" kind:variable line:26 +clean_mapping bbg_newids.py /^clean_mapping = {cusip: f(loanxid) for cusip, loanxid in clean_mapping}$/;" kind:variable line:34 +clean_pv analytics/index.py /^ def clean_pv(self):$/;" kind:member line:134 +clearing_facility Dawn/models.py /^ clearing_facility = db.Column(db.String(12), default='ICE-CREDIT')$/;" kind:variable line:135 +client download_emails.py /^from oauth2client import client$/;" kind:namespace line:9 +client send_email.py /^from oauth2client import client, tools$/;" kind:namespace line:5 +client.py client.py 1;" kind:file line:1 +clo_strats load_globeop_report.py /^ clo_strats = ['CLO_BBB', 'CLO_AAA', 'CLO_BB20']$/;" kind:variable line:77 +close_connection Dawn/views.py /^def close_connection(exception):$/;" kind:function line:46 +close_connection risk_insight/views.py /^def close_connection(exception):$/;" kind:function line:34 +close_db task_server/rest.py /^def close_db(error):$/;" kind:function line:27 +closing intex/load_indicative.py /^from contextlib import closing$/;" kind:namespace line:9 +code Dawn/models.py /^ code = db.Column(db.String(12), primary_key=True)$/;" kind:variable line:13 +colored analytics/index.py /^from termcolor import colored$/;" kind:namespace line:10 +cols parse_gs.py /^ cols = ['Strike', 'Pay', 'DeltaPay', 'Rec', 'Vol',$/;" kind:variable line:57 +cols parse_gs.py /^ cols = ['Strike', 'Sprd', 'Pay', 'DeltaPay', 'Rec', 'Vol',$/;" kind:variable line:54 +common backfill_cds.py /^import common$/;" kind:namespace line:2 +common ecb_yieldcurve.py /^import common$/;" kind:namespace line:6 +common markit_red.py /^import common$/;" kind:namespace line:4 +common.py common.py 1;" kind:file line:1 +common.py intex/common.py 1;" kind:file line:1 +compiler_directives pyisda/setup.py /^ compiler_directives={'embedsignature':True})$/;" kind:variable line:14 +compute_allocation optim_alloc.py /^def compute_allocation(rho_clo = 0.9, rho_cso=0.6, rho_subprime=0.2,$/;" kind:function line:22 +compute_delta load_cf.py /^def compute_delta(dist, dealweight, cusip_pv, tradedate, K1 = 0, K2 = 1):$/;" kind:function line:183 +compute_tranche_factors pnl_explain.py /^def compute_tranche_factors(df, attach, detach):$/;" kind:function line:108 +conf.py pyisda/docs/conf.py 1;" kind:file line:1 +config process_queue.py /^import task_server.config as config$/;" kind:namespace line:13 +config task_server/globeop.py /^from task_server import config$/;" kind:namespace line:5 +config.py task_server/config.py 1;" kind:file line:1 +conn bbg_prices.py /^conn = engine.raw_connection()$/;" kind:variable line:35 +conn facility_download.py /^from db import conn, query_db$/;" kind:namespace line:4 +conn load_cf.py /^from db import query_db, conn$/;" kind:namespace line:11 +conn parse_gs.py /^conn = serenitasdb.raw_connection()$/;" kind:variable line:106 +contextmanager bbg_helpers.py /^from contextlib import contextmanager$/;" kind:namespace line:4 +contingent_leg pyisda/example.py /^ contingent_leg = ContingentLeg(start_date, end_date, 1000000)$/;" kind:variable line:29 +contingent_leg test_upfront_cds.py /^ contingent_leg = ContingentLeg(start_date, term_date, 10000000)$/;" kind:variable line:68 +contingent_leg_pv pyisda/example.py /^ contingent_leg_pv = contingent_leg.pv(today_date, step_in_date,$/;" kind:variable line:48 +contingent_leg_pv2 pyisda/example.py /^ contingent_leg_pv2 = contingent_leg.pv(today_date, step_in_date,$/;" kind:variable line:50 +continuous_rate pyisda/example.py /^ continuous_rate = math.log(1+rate)$/;" kind:variable line:41 +contracts futures.py /^contracts = ["GE" + monthcodes[d.month-1] + str(d.year)[-1:] for d in nextIMMDates(workdate.date())]$/;" kind:variable line:41 +convert backfill_cds.py /^def convert(x):$/;" kind:function line:10 +convert insert_composite_quotes.py /^def convert(x):$/;" kind:function line:14 +convert markit/import_quotes.py /^def convert(x):$/;" kind:function line:14 +convert populate_risk_numbers.py /^def convert(s):$/;" kind:function line:33 +convert task_server/insert_tranche_quotes.py /^def convert(x):$/;" kind:function line:15 +convertToNone intex/load_indicative.py /^def convertToNone(s):$/;" kind:function line:14 +convertToNone intex/load_intex_collateral.py /^def convertToNone(s):$/;" kind:function line:21 +convertToNone markit/cds.py /^def convertToNone(v):$/;" kind:function line:13 +convert_int task_server/insert_tranche_quotes.py /^def convert_int(x):$/;" kind:function line:24 +copyright pyisda/docs/conf.py /^copyright = '2016, Guillaume Horel'$/;" kind:variable line:59 +cor2cov optim_alloc.py /^def cor2cov(Rho, vol):$/;" kind:function line:7 +counterparty Dawn/models.py /^ counterparty = db.relationship(Counterparties)$/;" kind:variable line:103 +counterparty Dawn/models.py /^ counterparty = db.relationship(Counterparties)$/;" kind:variable line:137 +counterparty Dawn/models.py /^ counterparty = db.relationship(Counterparties)$/;" kind:variable line:206 +coupon_leg pyisda/example.py /^ coupon_leg = FeeLeg(start_date, end_date, True, 1000000, 0.01)$/;" kind:variable line:28 +coupon_leg_pv pyisda/example.py /^ coupon_leg_pv = coupon_leg.pv(today_date, step_in_date,$/;" kind:variable line:43 +coupon_leg_pv2 pyisda/example.py /^ coupon_leg_pv2 = coupon_leg.pv(today_date, step_in_date,$/;" kind:variable line:45 +cp_choices Dawn/views.py /^def cp_choices():$/;" kind:function line:23 +cp_code Dawn/models.py /^ cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'),$/;" kind:variable line:115 +cp_code Dawn/models.py /^ cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'),$/;" kind:variable line:149 +cp_code Dawn/models.py /^ cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'),$/;" kind:variable line:187 +cp_code Dawn/models.py /^ cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'),$/;" kind:variable line:79 +create_engine Dawn/utils.py /^from sqlalchemy import create_engine$/;" kind:namespace line:5 +create_engine adj_index_price.py /^from sqlalchemy import create_engine, MetaData, Table, bindparam$/;" kind:namespace line:1 +create_engine backfill_index.py /^from sqlalchemy import MetaData, create_engine, Table$/;" kind:namespace line:1 +create_engine bbg_newids.py /^from sqlalchemy import create_engine, MetaData, select, Column, func, bindparam$/;" kind:namespace line:1 +create_engine bbg_prices.py /^from sqlalchemy import create_engine$/;" kind:namespace line:2 +create_engine cds_rebook.py /^from sqlalchemy import create_engine$/;" kind:namespace line:2 +create_engine database_consistency.py /^from sqlalchemy import create_engine$/;" kind:namespace line:3 +create_engine dawn_utils.py /^from sqlalchemy import create_engine$/;" kind:namespace line:2 +create_engine db.py /^from sqlalchemy import create_engine$/;" kind:namespace line:6 +create_engine externalmarksbackfill.py /^from sqlalchemy import create_engine$/;" kind:namespace line:8 +create_engine insert_composite_quotes.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +create_engine insert_index.py /^from sqlalchemy import MetaData, create_engine, Table$/;" kind:namespace line:2 +create_engine insert_tranche_quotes_old.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +create_engine markit/__main__.py /^from sqlalchemy import create_engine$/;" kind:namespace line:16 +create_engine position.py /^from sqlalchemy import create_engine$/;" kind:namespace line:3 +create_engine process_queue.py /^from sqlalchemy import create_engine$/;" kind:namespace line:15 +create_engine task_server/__main__.py /^from sqlalchemy import create_engine$/;" kind:namespace line:5 +create_engine task_server/globeop.py /^from sqlalchemy import create_engine$/;" kind:namespace line:10 +create_engine task_server/insert_tranche_quotes.py /^from sqlalchemy import Table, create_engine, MetaData$/;" kind:namespace line:1 +create_newindices handle_default.py /^def create_newindices(recordslist, lastdate, nissuers):$/;" kind:function line:18 +create_trigger_function dawn_utils.py /^def create_trigger_function(conn):$/;" kind:function line:5 +create_triggers dawn_utils.py /^def create_triggers():$/;" kind:function line:34 +creditSchedule tranche_functions.py /^def creditSchedule(tradedate, tenor, coupon, yc, enddate = None):$/;" kind:function line:119 +csv backfill_cds.py /^import csv$/;" kind:namespace line:3 +csv insert_composite_quotes.py /^import csv$/;" kind:namespace line:3 +csv insert_tranche_quotes_old.py /^import csv$/;" kind:namespace line:3 +csv intex/intex_scenarios.py /^import csv$/;" kind:namespace line:1 +csv intex/load_indicative.py /^import csv, sys, re$/;" kind:namespace line:5 +csv intex/load_intex_collateral.py /^import os, csv, datetime$/;" kind:namespace line:2 +csv mailing_list.py /^import csv$/;" kind:namespace line:8 +csv markit/import_quotes.py /^import csv$/;" kind:namespace line:1 +csv markit/loans.py /^import csv$/;" kind:namespace line:1 +csv markit_red.py /^import csv$/;" kind:namespace line:1 +csv parse_preqin.py /^import csv$/;" kind:namespace line:3 +csv populate_risk_numbers.py /^import yaml, os, csv$/;" kind:namespace line:1 +csv process_queue.py /^import csv$/;" kind:namespace line:4 +csv risk_insight/views.py /^import os, csv, yaml$/;" kind:namespace line:3 +csv task_server/insert_tranche_quotes.py /^import csv$/;" kind:namespace line:4 +csv trade_booking.py /^import csv$/;" kind:namespace line:1 +csv xmltotab.py /^import csv$/;" kind:namespace line:2 +csvreader backfill_cds.py /^ csvreader = csv.DictReader(fh)$/;" kind:variable line:32 +csvwriter parse_preqin.py /^csvwriter = csv.writer(fh2)$/;" kind:variable line:9 +csvwriter xmltotab.py /^ csvwriter = csv.writer(fh)$/;" kind:variable line:10 +cumulativeloss insert_index.py /^ cumulativeloss = line[6])$/;" kind:variable line:36 +currency Dawn/models.py /^ currency = db.Column(CCY, nullable = False)$/;" kind:variable line:121 +currency Dawn/models.py /^ currency = db.Column(CCY, nullable = False)$/;" kind:variable line:166 +currency Dawn/models.py /^ currency = db.Column(CCY, nullable = False)$/;" kind:variable line:205 +currentdata bbg_newids.py /^currentdata = pd.read_sql_query("select id_bb_unique, cusip from bloomberg_corp_ref",$/;" kind:variable line:38 +currentdata bbg_prices.py /^currentdata = pd.read_sql_query("SELECT id_bb_unique, pricingdate from bloomberg_corp",$/;" kind:variable line:43 +curve.pxd pyisda/pyisda/curve.pxd 1;" kind:file line:1 +curve.pyx pyisda/pyisda/curve.pyx 1;" kind:file line:1 +cusip Dawn/models.py /^ cusip = db.Column(db.String(9), info={'validators': Length(9,9),$/;" kind:variable line:154 +cusip Dawn/models.py /^ cusip = db.Column(db.String(9), info={'validators': Length(9,9),$/;" kind:variable line:84 +cusip_files intex/load_indicative.py /^ cusip_files = [f for f in files if "TrInfo" in f]$/;" kind:variable line:186 +cusipdata load_cf.py /^ cusipdata = getcusipcf(params, cfdata, tradedate)$/;" kind:variable line:199 +cusips bbg_prices.py /^ "AND not called", engine, index_col='cusip')$/;" kind:variable line:20 +custodian Dawn/models.py /^ custodian = db.Column(db.String(12), default='BAC', nullable=False)$/;" kind:variable line:77 +custodian Dawn/models.py /^ custodian = db.Column(db.String(12), default='NONE', nullable=False)$/;" kind:variable line:185 +custodian Dawn/models.py /^ custodian = db.Column(db.String(12), default='SGFCM', nullable=False)$/;" kind:variable line:113 +custodian Dawn/models.py /^ custodian = db.Column(db.String(12), default='SGFCM', nullable=False)$/;" kind:variable line:147 +cvxpy optim_alloc.py /^import cvxpy$/;" kind:namespace line:1 +cython pyisda/pyisda/flat_hazard.pyx /^cimport cython$/;" kind:namespace line:14 +cythonize pyisda/setup.py /^from Cython.Build import cythonize$/;" kind:namespace line:3 +d bbg_newids.py /^d = defaultdict(set)$/;" kind:variable line:20 +d insert_tranche_quotes_old.py /^ d = {'quotedate' : timestamp,$/;" kind:variable line:33 +d parse_gs.py /^ d = {'quotedate': quotedate,$/;" kind:variable line:67 +d parse_preqin.py /^d = {}$/;" kind:variable line:92 +d pivot.py /^d = {}$/;" kind:variable line:13 +d trade_template.py /^d = {}$/;" kind:variable line:5 +d1 analytics/black.py /^def d1(F, K, sigma, T):$/;" kind:function line:4 +d12 analytics/black.py /^def d12(F, K, sigma, T):$/;" kind:function line:10 +d2 analytics/black.py /^def d2(F, K, sigma, T):$/;" kind:function line:7 +dK calibrate_tranches.py /^ dK = np.diff(Kmod)$/;" kind:variable line:45 +daemon.py daemon.py 1;" kind:file line:1 +daemonize daemon.py /^ def daemonize(self):$/;" kind:member line:12 +daily_spreads option_trades.py /^def daily_spreads(index, series, tenor):$/;" kind:function line:20 +daily_vol option_trades.py /^ daily_vol = df_vol.resample('D').last()$/;" kind:variable line:142 +daily_vol option_trades.py /^ daily_vol = pd.DataFrame(daily_vol['3m'].diff().abs().nlargest(10))$/;" kind:variable line:144 +data bbg_prices.py /^ data = retrieve_data(session, securities, fields_update)$/;" kind:variable line:25 +data insert_tranche_quotes_old.py /^ data = []$/;" kind:variable line:29 +data12 database_consistency.py /^ data12 = pd.merge(data1, data2, left_index=True, right_index=True)$/;" kind:variable line:21 +data13 database_consistency.py /^ data13 = pd.merge(data1bis, data3, left_index=True, right_index=True)$/;" kind:variable line:22 +data_dir parse_emails.py /^ data_dir = os.path.join(os.getenv("DATA_DIR"), "swaptions")$/;" kind:variable line:202 +data_dir parse_gs.py /^data_dir = "\/home\/share\/CorpCDOs\/data\/swaptions\/GS swaptions"$/;" kind:variable line:6 +database_consistency.py database_consistency.py 1;" kind:file line:1 +date backfill_cds.py /^ date = f[17:27]$/;" kind:variable line:30 +date intex/load_indicative.py /^from datetime import date$/;" kind:namespace line:4 +date parse_gs.py /^ date = pd.to_datetime(date, format='%d%b%y')$/;" kind:variable line:35 +date trade_booking.py /^from datetime import date, datetime$/;" kind:namespace line:2 +date.pxd pyisda/pyisda/date.pxd 1;" kind:file line:1 +date.pyx pyisda/pyisda/date.pyx 1;" kind:file line:1 +dates calibrate_tranches.py /^dates = [f[9:19] for f in os.listdir(os.path.join(root, "data", "Backtest")) if "survprob" in f]$/;" kind:variable line:20 +dates pyisda/pyisda/curve.pyx /^ def dates(self):$/;" kind:member line:206 +dates.py dates.py 1;" kind:file line:1 +datetime Dawn/views.py /^import datetime$/;" kind:namespace line:10 +datetime analytics/index.py /^import datetime$/;" kind:namespace line:2 +datetime analytics/option.py /^import datetime$/;" kind:namespace line:4 +datetime analytics/utils.py /^import datetime$/;" kind:namespace line:4 +datetime backfill_cds.py /^import datetime$/;" kind:namespace line:4 +datetime bbg_helpers.py /^import datetime$/;" kind:namespace line:6 +datetime calibrate_swaption.py /^import datetime$/;" kind:namespace line:4 +datetime calibrate_tranches.py /^import datetime$/;" kind:namespace line:5 +datetime database_consistency.py /^import datetime$/;" kind:namespace line:2 +datetime db.py /^import datetime$/;" kind:namespace line:1 +datetime download_emails.py /^from datetime import datetime$/;" kind:namespace line:1 +datetime ecb_yieldcurve.py /^import datetime$/;" kind:namespace line:7 +datetime externalmarksbackfill.py /^import datetime$/;" kind:namespace line:5 +datetime futures.py /^import datetime$/;" kind:namespace line:2 +datetime handle_default.py /^import datetime$/;" kind:namespace line:3 +datetime insert_composite_quotes.py /^import datetime$/;" kind:namespace line:4 +datetime insert_index.py /^import datetime$/;" kind:namespace line:1 +datetime insert_tranche_quotes_old.py /^import datetime$/;" kind:namespace line:4 +datetime intex/__main__.py /^import datetime$/;" kind:namespace line:2 +datetime intex/intex_scenarios.py /^import datetime$/;" kind:namespace line:2 +datetime intex/load_indicative.py /^import datetime$/;" kind:namespace line:3 +datetime intex/load_intex_collateral.py /^import os, csv, datetime$/;" kind:namespace line:2 +datetime load_cf.py /^import re, datetime, yaml$/;" kind:namespace line:9 +datetime markit/__main__.py /^import datetime$/;" kind:namespace line:2 +datetime markit/import_quotes.py /^import datetime$/;" kind:namespace line:2 +datetime markit/rates.py /^import datetime$/;" kind:namespace line:3 +datetime parse_emails.py /^import datetime$/;" kind:namespace line:6 +datetime populate_risk_numbers.py /^import datetime$/;" kind:namespace line:3 +datetime pyisda/example.py /^import datetime$/;" kind:namespace line:2 +datetime pyisda/pyisda/date.pyx /^import datetime$/;" kind:namespace line:1 +datetime pyisda/pyisda/utils.py /^import datetime$/;" kind:namespace line:11 +datetime pyisda/tests/test_pickle.py /^import datetime$/;" kind:namespace line:6 +datetime risk_insight/views.py /^import datetime$/;" kind:namespace line:4 +datetime task_server/__main__.py /^import datetime$/;" kind:namespace line:3 +datetime task_server/insert_tranche_quotes.py /^import datetime$/;" kind:namespace line:5 +datetime task_server/rest.py /^import datetime, redis$/;" kind:namespace line:3 +datetime test_hyoption.py /^import datetime$/;" kind:namespace line:2 +datetime test_igoption.py /^import datetime$/;" kind:namespace line:2 +datetime test_upfront_cds.py /^import datetime$/;" kind:namespace line:18 +datetime tests/test_cds.py /^import datetime$/;" kind:namespace line:3 +datetime tests/test_index.py /^import datetime$/;" kind:namespace line:2 +datetime tests/test_swaption.py /^import datetime$/;" kind:namespace line:2 +datetime trade_booking.py /^from datetime import date, datetime$/;" kind:namespace line:2 +datetime yieldcurve.py /^import datetime$/;" kind:namespace line:3 +dawn_utils.py dawn_utils.py 1;" kind:file line:1 +day_count Dawn/models.py /^ day_count = db.Column(DAY_COUNT, nullable = False)$/;" kind:variable line:125 +daycount Dawn/models.py /^ daycount = db.Column(DAY_COUNT)$/;" kind:variable line:172 +days yieldcurve.py /^ days = [pydate_from_qldate(d) for d in sched]$/;" kind:variable line:132 +days_accrued analytics/index.py /^ def days_accrued(self):$/;" kind:member line:130 +days_accrued dates.py /^def days_accrued(tradedate):$/;" kind:function line:29 +db Dawn/__init__.py /^db = SQLAlchemy(app, metadata = MetaData(schema=app.config['SCHEMA']))$/;" kind:variable line:8 +db Dawn/models.py /^from . import db$/;" kind:namespace line:9 +db dawn_utils.py /^ from Dawn import db$/;" kind:namespace line:54 +db.py db.py 1;" kind:file line:1 +dbconn analytics/index.py /^from db import dbconn$/;" kind:namespace line:13 +dbconn calibrate_swaption.py /^from db import dbconn$/;" kind:namespace line:5 +dbconn client.py /^from db import dbconn$/;" kind:namespace line:8 +dbconn db.py /^def dbconn(dbname):$/;" kind:function line:22 +dbconn externalmarksbackfill.py /^from db import dbconn$/;" kind:namespace line:6 +dbconn handle_default.py /^from db import dbconn$/;" kind:namespace line:2 +dbconn intex/__main__.py /^from db import dbconn$/;" kind:namespace line:3 +dbconn intex/intex_scenarios.py /^from db import dbconn$/;" kind:namespace line:15 +dbconn intex/load_indicative.py /^from db import dbconn$/;" kind:namespace line:8 +dbconn intex/load_intex_collateral.py /^from db import dbconn$/;" kind:namespace line:5 +dbconn markit/__main__.py /^from db import dbconn$/;" kind:namespace line:18 +dbconn markit/rates.py /^from db import dbconn$/;" kind:namespace line:1 +dbconn process_queue.py /^from db import dbconn$/;" kind:namespace line:18 +dbconn yieldcurve.py /^from db import dbconn$/;" kind:namespace line:19 +dbengine db.py /^def dbengine(dbname):$/;" kind:function line:40 +dbengine markit_tranches.py /^from db import dbengine$/;" kind:namespace line:2 +dbengine option_trades.py /^from db import dbengine$/;" kind:namespace line:4 +dbengine parse_emails.py /^ from db import dbengine, nan_to_null$/;" kind:namespace line:177 +dbengine parse_gs.py /^from db import dbengine$/;" kind:namespace line:104 +dbengine pivot.py /^from db import dbengine$/;" kind:namespace line:2 +dbengine pnl_explain.py /^from db import dbengine$/;" kind:namespace line:4 +dcc pyisda/pyisda/cdsone.pyx /^from date cimport JpmcdsStringToDateInterval, pydate_to_TDate, dcc$/;" kind:namespace line:2 +dcc pyisda/pyisda/curve.pyx /^from date cimport (JpmcdsStringToDateInterval, pydate_to_TDate, dcc,$/;" kind:namespace line:3 +dcc pyisda/pyisda/date.pxd /^cdef long dcc(str day_count) except -1$/;" kind:function line:7 +dcc pyisda/pyisda/date.pyx /^cdef long dcc(str day_count) except -1:$/;" kind:function line:15 +dcc pyisda/pyisda/flat_hazard.pyx /^from date cimport dcc, TDate$/;" kind:namespace line:1 +dcc pyisda/pyisda/legs.pyx /^from date cimport pydate_to_TDate, TDate_to_pydate, dcc$/;" kind:namespace line:2 +dcc_tostring pyisda/pyisda/curve.pyx /^from date import dcc_tostring$/;" kind:namespace line:6 +dcc_tostring pyisda/pyisda/date.pyx /^def dcc_tostring(long day_count):$/;" kind:function line:25 +dcc_tostring pyisda/pyisda/legs.pyx /^from date import dcc_tostring$/;" kind:namespace line:3 +deal_files intex/load_indicative.py /^ deal_files = [f for f in files if "TrInfo" not in f]$/;" kind:variable line:187 +deal_indicative bbg_newids.py /^deal_indicative = meta.tables['deal_indicative']$/;" kind:variable line:11 +dealid Dawn/models.py /^ dealid = db.Column(db.String(28))$/;" kind:variable line:109 +dealid Dawn/models.py /^ dealid = db.Column(db.String(28))$/;" kind:variable line:181 +dealid Dawn/models.py /^ dealid = db.Column(db.String(28))$/;" kind:variable line:73 +dealname_from_cusip load_cf.py /^def dealname_from_cusip(conn, cusips):$/;" kind:function line:92 +dealname_from_cusip load_cf.py /^from intex_scenarios import dealname_from_cusip$/;" kind:namespace line:7 +dealnames intex/intex_scenarios.py /^ dealnames = [d.split(".")[0] for d in$/;" kind:variable line:236 +dealnames intex/intex_scenarios.py /^ dealnames = sys.argv[2:]$/;" kind:variable line:234 +decode_dict process_queue.py /^def decode_dict(d):$/;" kind:function line:87 +decorator db.py /^ def decorator(f):$/;" kind:function line:46 +decr_fun optimization.py /^def decr_fun(a, b):$/;" kind:function line:5 +default task_server/__main__.py /^ default=datetime.datetime.today())$/;" kind:variable line:20 +default trade_template.py /^default = "\\underline{\\hspace{1cm}}"$/;" kind:variable line:3 +default_date markit/__main__.py /^from .utils import default_date$/;" kind:namespace line:17 +default_date markit/utils.py /^def default_date():$/;" kind:function line:4 +defaultdict bbg_newids.py /^from collections import defaultdict$/;" kind:namespace line:2 +defaultdict markit/import_quotes.py /^from collections import defaultdict$/;" kind:namespace line:8 +defaultprob calibrate_tranches.py /^ defaultprob = 1 - SurvProb$/;" kind:variable line:33 +defaultprob script_calibrate_tranches.py /^defaultprob = 1 - SurvProb$/;" kind:variable line:14 +delayed calibrate_swaption.py /^from joblib import Parallel, delayed$/;" kind:namespace line:6 +delpid daemon.py /^ def delpid(self):$/;" kind:member line:58 +delta analytics/option.py /^ def delta(self):$/;" kind:member line:219 +delta optim_alloc.py /^ delta = {'CLO': 0.4,$/;" kind:variable line:82 +description Dawn/models.py /^ description = db.Column(db.String(32), nullable = False, info={'trim': True})$/;" kind:variable line:162 +description Dawn/models.py /^ description = db.Column(db.String(32), nullable = False, info={'trim': True})$/;" kind:variable line:92 +detach Dawn/models.py /^ detach = db.Column(db.SmallInteger, info={'min': 0, 'max':100})$/;" kind:variable line:134 +detach insert_index.py /^ detach = detach)$/;" kind:variable line:78 +df adj_index_price.py /^ "where index=%s and series=%s and tenor=%s",$/;" kind:variable line:21 +df backfill_index.py /^ df = pd.read_excel('\/home\/share\/CorpCDOs\/index historical.xlsx', "{0} {1}".format(index, t))$/;" kind:variable line:20 +df bbg_newids.py /^df = df.ix[df.index.difference(currentdata.index)]$/;" kind:variable line:60 +df bbg_newids.py /^df = pd.DataFrame.from_dict(df, orient='index')$/;" kind:variable line:51 +df bbg_prices.py /^df = df.ix[df.index.difference(currentdata.index)]$/;" kind:variable line:50 +df bbg_prices.py /^df = pd.DataFrame.from_dict(data, orient='index')$/;" kind:variable line:27 +df markit_tranches.py /^df = df.unstack(level=0).stack(level=0).reset_index(level=1)$/;" kind:variable line:12 +df markit_tranches.py /^df = pd.concat(df)$/;" kind:variable line:11 +df markit_tranches.py /^df = {}$/;" kind:variable line:5 +df markit_tranches.py /^df= pd.read_excel("\/home\/share\/CorpCDOs\/NewSpreadsheet\/Markit tranches history.xlsx",$/;" kind:variable line:7 +df parse_gs.py /^ df = pd.DataFrame.from_records(r, columns = cols)$/;" kind:variable line:59 +df pivot.py /^df = (pd.read_sql_table('external_marks_mapped',dbengine('dawndb'),$/;" kind:variable line:4 +df1 pivot.py /^df1 = df1.sort_values('trade_date')$/;" kind:variable line:12 +df1 pivot.py /^df1 = pd.read_sql_query("select trade_date, cusip as identifier, principal_payment, price from bonds where buysell = 'f'"$/;" kind:variable line:7 +df2 pivot.py /^df2 = pd.concat(d, join='inner')$/;" kind:variable line:16 +df3 pivot.py /^df3 = df2.dropna(axis=0, subset=['mark'])$/;" kind:variable line:17 +df4 pivot.py /^df4 = df3.set_index(['trade_date','identifier', 'source', 'principal_payment'])$/;" kind:variable line:18 +df4 pivot.py /^df4 = df4.groupby(level=['trade_date', 'identifier','source', 'principal_payment']).mean()$/;" kind:variable line:19 +df4 pivot.py /^df4 = df4.set_index('price', append=True)$/;" kind:variable line:20 +df5 pivot.py /^df5 = df4.unstack(-3)$/;" kind:variable line:21 +df5 pivot.py /^df5 = df5.reset_index()$/;" kind:variable line:23 +df5 pivot.py /^df5 = df5.sortlevel(0, ascending = False)$/;" kind:variable line:22 +df_monthly load_globeop_report.py /^ df_monthly = monthly_pnl_bycusip(df_pnl, subprime_strats)$/;" kind:variable line:82 +df_pnl load_globeop_report.py /^ df_pnl = pd.read_hdf('globeop.hdf', 'pnl')$/;" kind:variable line:74 +df_subprime pnl_explain.py /^ df_subprime = pd.concat(df_subprime, names=['identifier', 'strategy', 'date'])$/;" kind:variable line:230 +df_subprime pnl_explain.py /^ df_subprime = pnl_explain_list(subprime_list[['identifier', 'strategy']].to_records(index=False),$/;" kind:variable line:228 +df_val load_globeop_report.py /^ df_val = pd.read_hdf('globeop.hdf', 'valuation_report')$/;" kind:variable line:73 +df_vol option_trades.py /^ df_vol = atm_vol("ig", series)$/;" kind:variable line:139 +df_vol option_trades.py /^ df_vol = rolling_vol(df_vol, term=[1, 2, 3])$/;" kind:variable line:140 +df_vol option_trades.py /^ df_vol = atm_vol("ig", series)$/;" kind:variable line:130 +df_vol option_trades.py /^ df_vol = rolling_vol(df_vol, term=[1, 2, 3])$/;" kind:variable line:131 +dirlist sftp.py /^dirlist = sftp.listdir('.')$/;" kind:variable line:17 +disable_logging pyisda/pyisda/logging.pyx /^def disable_logging():$/;" kind:function line:11 +discount_factor pyisda/pyisda/curve.pyx /^ discount_factor = Curve.__forward_zero_price$/;" kind:variable line:203 +discounts load_cf.py /^def discounts(tradedate):$/;" kind:function line:98 +division analytics/index.py /^from __future__ import division$/;" kind:namespace line:1 +division analytics/option.py /^from __future__ import division$/;" kind:namespace line:1 +division handle_default.py /^from __future__ import division$/;" kind:namespace line:1 +doc xmltotab.py /^doc = etree.parse('\/home\/share\/guillaume\/grid1_1cz1rlvt.xml')$/;" kind:variable line:6 +downloadMarkitIRData markit/__main__.py /^from .rates import downloadMarkitIRData$/;" kind:namespace line:13 +downloadMarkitIRData markit/rates.py /^def downloadMarkitIRData(download_date = datetime.date.today(),$/;" kind:function line:11 +download_cds_data markit/__main__.py /^from .cds import download_cds_data, download_composite_data$/;" kind:namespace line:11 +download_cds_data markit/cds.py /^def download_cds_data(payload):$/;" kind:function line:16 +download_composite_data markit/__main__.py /^from .cds import download_cds_data, download_composite_data$/;" kind:namespace line:11 +download_composite_data markit/cds.py /^def download_composite_data(payload, historical=False):$/;" kind:function line:29 +download_data task_server/__main__.py /^from .globeop import download_data, upload_data$/;" kind:namespace line:4 +download_data task_server/globeop.py /^def download_data(workdate):$/;" kind:function line:63 +download_data task_server/rest.py /^from .globeop import download_data$/;" kind:namespace line:5 +download_emails.py download_emails.py 1;" kind:file line:1 +download_facility markit/__main__.py /^from .loans import download_facility, insert_facility, download_marks, update_facility$/;" kind:namespace line:12 +download_facility markit/loans.py /^def download_facility(workdate, payload):$/;" kind:function line:12 +download_markit_quotes.py download_markit_quotes.py 1;" kind:file line:1 +download_marks markit/__main__.py /^from .loans import download_facility, insert_facility, download_marks, update_facility$/;" kind:namespace line:12 +download_marks markit/loans.py /^def download_marks(conn, workdate, payload):$/;" kind:function line:40 +download_report markit_red.py /^def download_report(report):$/;" kind:function line:18 +download_ticket Dawn/views.py /^def download_ticket(tradeid):$/;" kind:function line:180 +driver download_markit_quotes.py /^driver = Firefox(profile)$/;" kind:variable line:27 +dtc_number Dawn/models.py /^ dtc_number = db.Column(db.Integer)$/;" kind:variable line:17 +dumps Dawn/utils.py /^from pickle import dumps$/;" kind:namespace line:4 +dumps analytics/option.py /^from pickle import dumps$/;" kind:namespace line:18 +dumps calibrate_swaption.py /^from pickle import loads, dumps$/;" kind:namespace line:7 +dumps client.py /^from json import loads, dumps$/;" kind:namespace line:7 +dumps externalmarksbackfill.py /^from pickle import dumps$/;" kind:namespace line:7 +dumps pyisda/tests/test_pickle.py /^from pickle import dumps, loads$/;" kind:namespace line:5 +ecb_yieldcurve.py ecb_yieldcurve.py 1;" kind:file line:1 +edit_counterparty Dawn/views.py /^def edit_counterparty(cpcode):$/;" kind:function line:204 +effective_date Dawn/models.py /^ effective_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:119 +email_subject process_queue.py /^def email_subject(trade):$/;" kind:function line:339 +emails parse_emails.py /^ emails = [f for f in os.scandir(data_dir) if f.is_file()]$/;" kind:variable line:203 +enable_logging pyisda/pyisda/logging.pyx /^def enable_logging():$/;" kind:function line:3 +end_date analytics/index.py /^ def end_date(self):$/;" kind:member line:71 +end_date analytics/index.py /^ def end_date(self, d):$/;" kind:member line:81 +end_date pyisda/example.py /^ end_date = datetime.date(2021, 6, 20)$/;" kind:variable line:17 +engine adj_index_price.py /^engine = create_engine('postgresql:\/\/serenitas_user@debian\/serenitasdb')$/;" kind:variable line:9 +engine backfill_index.py /^engine = create_engine('postgresql:\/\/serenitas_user@debian\/serenitasdb')$/;" kind:variable line:2 +engine bbg_newids.py /^engine = create_engine('postgresql:\/\/et_user@debian\/ET')$/;" kind:variable line:7 +engine bbg_prices.py /^engine = create_engine('postgresql:\/\/et_user@debian\/ET')$/;" kind:variable line:10 +engine cds_rebook.py /^ engine = create_engine("postgresql:\/\/dawn_user@debian\/dawndb")$/;" kind:variable line:59 +engine database_consistency.py /^ engine = create_engine('postgresql:\/\/et_user@debian\/ET')$/;" kind:variable line:6 +engine insert_composite_quotes.py /^engine = create_engine('postgresql:\/\/serenitas_user@debian\/serenitasdb')$/;" kind:variable line:7 +engine insert_index.py /^engine = create_engine('postgresql:\/\/serenitas_user@debian\/serenitasdb')$/;" kind:variable line:4 +engine insert_tranche_quotes_old.py /^engine = create_engine('postgresql:\/\/serenitas_user@debian\/serenitasdb')$/;" kind:variable line:7 +engine markit/__main__.py /^ engine = create_engine('postgresql:\/\/serenitas_user@debian\/serenitasdb')$/;" kind:variable line:88 +engine markit_tranches.py /^engine = dbengine("serenitasdb")$/;" kind:variable line:4 +engine pnl_explain.py /^ engine = dbengine("dawndb")$/;" kind:variable line:219 +engine position.py /^ engine = create_engine('postgresql:\/\/dawn_user@debian\/dawndb')$/;" kind:variable line:147 +engine task_server/__main__.py /^ engine = create_engine('postgresql:\/\/dawn_user@debian\/dawndb')$/;" kind:variable line:26 +engine task_server/insert_tranche_quotes.py /^engine = create_engine('postgresql:\/\/serenitas_user@debian\/serenitasdb')$/;" kind:variable line:10 +errors download_emails.py /^from apiclient import errors$/;" kind:namespace line:6 +errors send_email.py /^from apiclient import errors$/;" kind:namespace line:2 +etree markit/rates.py /^import xml.etree.ElementTree as ET$/;" kind:namespace line:8 +etree markit_red.py /^from lxml import etree$/;" kind:namespace line:2 +etree pyisda/pyisda/utils.py /^import xml.etree.ElementTree as ET$/;" kind:namespace line:15 +etree xmltotab.py /^from lxml import etree$/;" kind:namespace line:1 +euattach insert_index.py /^euattach = [0, 3, 6, 12, 100]$/;" kind:variable line:68 +eubasketid insert_index.py /^eubasketid = 183000$/;" kind:variable line:67 +eutenors insert_index.py /^eutenors = ['Y3', 'Y5']$/;" kind:variable line:69 +event_loop bbg_helpers.py /^def event_loop(session, request):$/;" kind:function line:46 +example.py pyisda/example.py 1;" kind:file line:1 +exclude Dawn/views.py /^ exclude = ['dealid', 'lastupdate', #we generate it with a trigger at the server level$/;" kind:variable line:61 +exclude Dawn/views.py /^ exclude = ['dealid', 'lastupdate']$/;" kind:variable line:69 +exclude Dawn/views.py /^ exclude = ['dealid', 'lastupdate']$/;" kind:variable line:76 +exclude_patterns pyisda/docs/conf.py /^exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']$/;" kind:variable line:90 +exercise_date analytics/option.py /^ def exercise_date(self):$/;" kind:member line:77 +exercise_date analytics/option.py /^ def exercise_date(self, d):$/;" kind:member line:81 +exercise_date test_hyoption.py /^exercise_date = datetime.date(2017, 3, 15)$/;" kind:variable line:6 +exercise_date test_igoption.py /^exercise_date = datetime.date(2017, 3, 15)$/;" kind:variable line:6 +exercise_date tests/test_index.py /^ exercise_date = datetime.date(2016, 8, 19)$/;" kind:variable line:16 +exercise_date tests/test_index.py /^ exercise_date = datetime.date(2016, 8, 19)$/;" kind:variable line:52 +exercise_date tests/test_swaption.py /^ exercise_date = datetime.date(2017, 3, 15)$/;" kind:variable line:13 +exercise_date tests/test_swaption.py /^ exercise_date = datetime.date(2017, 3, 15)$/;" kind:variable line:56 +expected_forward_curve pyisda/pyisda/curve.pyx /^ def expected_forward_curve(self, forward_date):$/;" kind:member line:213 +expiration_date Dawn/models.py /^ expiration_date = db.Column(db.Date)$/;" kind:variable line:167 +expiration_date Dawn/models.py /^ expiration_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:199 +ext_modules pyisda/setup.py /^ ext_modules = all_extensions,$/;" kind:variable line:20 +extensions pyisda/docs/conf.py /^extensions = [$/;" kind:variable line:33 +externalmarksbackfill.py externalmarksbackfill.py 1;" kind:file line:1 +f bbg_newids.py /^def f(s):$/;" kind:function line:28 +f2 yieldcurve.py /^ f2 = [ts.forward_rate(d, d+p2, Actual360(), 0).rate for d in sched]$/;" kind:variable line:135 +f3 yieldcurve.py /^ f3 = [ts.forward_rate(d, d+p3, Actual360(), 0).rate for d in sched]$/;" kind:variable line:133 +f6 yieldcurve.py /^ f6 = [ts.forward_rate(d, d+p6, Actual360(), 0).rate for d in sched]$/;" kind:variable line:134 +fArray_to_list pyisda/pyisda/curve.pxd /^cdef fArray_to_list(TRatePt* fArray, int fNumItems)$/;" kind:function line:113 +fArray_to_list pyisda/pyisda/curve.pyx /^cdef fArray_to_list(TRatePt* fArray, int fNumItems):$/;" kind:function line:79 +faceamount Dawn/models.py /^ faceamount = db.Column(db.Float, nullable = False)$/;" kind:variable line:164 +faceamount Dawn/models.py /^ faceamount = db.Column(db.Float, nullable=False)$/;" kind:variable line:96 +facility_download.py facility_download.py 1;" kind:file line:1 +factors adj_index_price.py /^ "where index=%s and series=%s", engine, params = (index, s),$/;" kind:variable line:15 +fed_cal Dawn/views.py /^fed_cal = get_calendar('USFederalHolidayCalendar')$/;" kind:variable line:19 +fed_cal dates.py /^fed_cal = get_calendar('USFederalHolidayCalendar')$/;" kind:variable line:6 +fee_leg test_upfront_cds.py /^ fee_leg = FeeLeg(start_date, term_date, True, 10000000, 0.01)$/;" kind:variable line:69 +fh Dawn/__init__.py /^ fh = logging.FileHandler(filename=app.config['LOGFILE'])$/;" kind:variable line:11 +fh markit/__main__.py /^fh = logging.FileHandler(filename=log_file)$/;" kind:variable line:50 +fh task_server/__init__.py /^fh = logging.FileHandler(filename=os.path.join(os.getenv("LOG_DIR"), 'tasks.log'))$/;" kind:variable line:7 +fh2 parse_preqin.py /^fh2 = open(os.path.join(root, "investors3.csv"), "w")$/;" kind:variable line:8 +fi tests/test_index.py /^ fi = ForwardIndex(index, exercise_date)$/;" kind:variable line:53 +field_array_todf bbg_helpers.py /^def field_array_todf(field):$/;" kind:function line:65 +fields bbg_helpers.py /^ fields = ['CUR_CPN', 'START_ACC_DT']$/;" kind:variable line:124 +fields intex/load_intex_collateral.py /^fields = ['Asset Name', 'Issuer', 'Contributed Balance', 'Asset Maturity Date',$/;" kind:variable line:13 +fields parse_preqin.py /^ fields = row.findAll('td')$/;" kind:variable line:107 +fields_update bbg_prices.py /^fields_update = ["LN_ISSUE_STATUS", "AMT_OUTSTANDING", "PX_LAST","LAST_UPDATE_DT",$/;" kind:variable line:12 +fig option_trades.py /^ fig = realized_vs_atm[['cond_vol', '1m', '2m', '3m']].plot()$/;" kind:variable line:134 +filelist backfill_cds.py /^filelist = [f for f in os.listdir(basedir) if "hy17_singlenames" in f]$/;" kind:variable line:23 +filelist parse_preqin.py /^filelist = [f for f in os.listdir(root) if f.endswith('htm')]$/;" kind:variable line:7 +files intex/load_indicative.py /^ files = [os.path.join(root, "data", "Indicative_" + workdate, f) for f in$/;" kind:variable line:184 +fitprob tranche_functions.py /^def fitprob(Z, w, rho, p0):$/;" kind:function line:63 +fixed_rate Dawn/models.py /^ fixed_rate = db.Column(db.Float, nullable = False)$/;" kind:variable line:124 +fixed_rate Dawn/models.py /^ fixed_rate = db.Column(db.Float, nullable = False)$/;" kind:variable line:203 +flag facility_download.py /^ flag = True$/;" kind:variable line:38 +flag facility_download.py /^flag = False$/;" kind:variable line:13 +flag parse_gs.py /^ flag = False$/;" kind:variable line:79 +flag parse_gs.py /^ flag = True$/;" kind:variable line:38 +flag parse_gs.py /^ flag = False$/;" kind:variable line:13 +flags send_email.py /^flags = argparse.ArgumentParser(parents=[tools.argparser]).parse_args()$/;" kind:variable line:14 +flask-run.py flask-run.py 1;" kind:file line:1 +flat_curve test_upfront_cds.py /^ flat_curve = FlatHazardRate(0, WeekendsOnly(), hazard_rate, Actual365Fixed())$/;" kind:variable line:71 +flat_curve2 test_upfront_cds.py /^ flat_curve2 = FlatHazardRate(0, WeekendsOnly(), h, Actual365Fixed())$/;" kind:variable line:88 +flat_hazard analytics/index.py /^ def flat_hazard(self):$/;" kind:member line:116 +flat_hazard.pyx pyisda/pyisda/flat_hazard.pyx 1;" kind:file line:1 +flush pyisda/pyisda/logging.pyx /^def flush():$/;" kind:function line:27 +fname markit_red.py /^ fname = download_report("REDIndexCodes")$/;" kind:variable line:78 +folder Dawn/models.py /^ folder = db.Column(BOND_STRAT, nullable=False)$/;" kind:variable line:76 +folder Dawn/models.py /^ folder = db.Column(CDS_STRAT, nullable = False)$/;" kind:variable line:112 +folder Dawn/models.py /^ folder = db.Column(CDS_STRAT, nullable = False)$/;" kind:variable line:146 +folder Dawn/models.py /^ folder = db.Column(SWAPTION_STRAT, nullable = False)$/;" kind:variable line:184 +format download_markit_quotes.py /^ format='%(asctime)s %(message)s')$/;" kind:variable line:18 +format parse_emails.py /^ format='%(asctime)s %(message)s')$/;" kind:variable line:14 +format task_server/__main__.py /^ format='%(asctime)s %(message)s')$/;" kind:variable line:9 +formatter Dawn/__init__.py /^ formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')$/;" kind:variable line:13 +formatter markit/__main__.py /^formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')$/;" kind:variable line:51 +formatter task_server/__init__.py /^formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')$/;" kind:variable line:8 +forward_annuity analytics/index.py /^ def forward_annuity(self):$/;" kind:member line:321 +forward_pv analytics/index.py /^ def forward_pv(self):$/;" kind:member line:325 +forward_spread analytics/index.py /^ def forward_spread(self):$/;" kind:member line:329 +forwards_in_coupon_period test_upfront_cds.py /^ forwards_in_coupon_period = ForwardsInCouponPeriod.Piecewise)$/;" kind:variable line:79 +free pyisda/pyisda/curve.pyx /^from libc.stdlib cimport malloc, free$/;" kind:namespace line:1 +free pyisda/pyisda/flat_hazard.pyx /^from libc.stdlib cimport free, malloc$/;" kind:namespace line:12 +free pyisda/pyisda/legs.pyx /^from libc.stdlib cimport free$/;" kind:namespace line:1 +frequency Dawn/models.py /^ frequency = db.Column(db.SmallInteger, default=4, nullable = False)$/;" kind:variable line:126 +from_discount_factors pyisda/pyisda/curve.pyx /^ def from_discount_factors(cls, base_date, list dates, double[:] dfs, str day_count_conv):$/;" kind:member line:186 +from_flat_hazard pyisda/pyisda/curve.pyx /^ def from_flat_hazard(cls, base_date, double rate, Basis basis = CONTINUOUS,$/;" kind:member line:298 +from_name analytics/index.py /^ def from_name(cls, index, series, tenor, trade_date = datetime.date.today(),$/;" kind:member line:233 +ftp_password task_server/config.py /^ftp_password = 'B6#dEu7V'$/;" kind:variable line:1 +full_path parse_gs.py /^ full_path = os.path.join(data_dir, index + " swaptions")$/;" kind:variable line:10 +func bbg_newids.py /^from sqlalchemy import create_engine, MetaData, select, Column, func, bindparam$/;" kind:namespace line:1 +futures.py futures.py 1;" kind:file line:1 +fwd_index parse_gs.py /^fwd_index = []$/;" kind:variable line:8 +g analytics/index.py /^def g(index, spread, exercise_date, forward_yc = None):$/;" kind:function line:22 +g analytics/option.py /^from .index import g, ForwardIndex$/;" kind:namespace line:11 +g risk_insight/views.py /^from flask import render_template, jsonify, request, g$/;" kind:namespace line:2 +g task_server/rest.py /^from flask import request, g$/;" kind:namespace line:8 +g tests/test_index.py /^from analytics.index import g$/;" kind:namespace line:9 +g tests/test_swaption.py /^from analytics.index import g$/;" kind:namespace line:6 +gamma analytics/option.py /^ def gamma(self):$/;" kind:member line:239 +generate_csv process_queue.py /^def generate_csv(l, queue_name='bond_trades'):$/;" kind:function line:306 +generate_scenarios intex/intex_scenarios.py /^def generate_scenarios(workdate, dealname, conn):$/;" kind:function line:70 +generate_scenarios tasks.py /^from intex.intex_scenarios import generate_scenarios$/;" kind:namespace line:2 +getMarkitIRData pyisda/pyisda/utils.py /^def getMarkitIRData(date = datetime.date.today() - datetime.timedelta(days = 1),$/;" kind:function line:18 +getMarkitIRData test_upfront_cds.py /^from yieldcurve import YC, rate_helpers, getMarkitIRData$/;" kind:namespace line:12 +getMarkitIRData yieldcurve.py /^def getMarkitIRData(effective_date = datetime.date.today(),$/;" kind:function line:22 +get_attach_from_name populate_risk_numbers.py /^def get_attach_from_name(index_type, series):$/;" kind:function line:16 +get_attach_from_name risk_insight/views.py /^def get_attach_from_name(index_type, series):$/;" kind:function line:8 +get_basketids markit/import_quotes.py /^def get_basketids(database, index_list, workdate):$/;" kind:function line:59 +get_bbg_data process_queue.py /^def get_bbg_data(conn, session, identifier, cusip=None, isin = None, settle_date = None, asset_class=None,$/;" kind:function line:216 +get_bbg_id Dawn/views.py /^def get_bbg_id():$/;" kind:function line:230 +get_broker_codes trade_booking.py /^def get_broker_codes():$/;" kind:function line:21 +get_calendar Dawn/views.py /^from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday$/;" kind:namespace line:8 +get_calendar dates.py /^from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday$/;" kind:namespace line:3 +get_configfile load_cf.py /^def get_configfile(dealname, tradedate):$/;" kind:function line:56 +get_current_tickers markit/import_quotes.py /^def get_current_tickers(database, workdate):$/;" kind:function line:68 +get_cusipdata load_cf.py /^def get_cusipdata(cusip, tradedate):$/;" kind:function line:80 +get_daily_pnl option_trades.py /^def get_daily_pnl(index, series, tenor, coupon=1):$/;" kind:function line:10 +get_data calibrate_swaption.py /^def get_data(index, series, date = datetime.date.min):$/;" kind:function line:12 +get_dates yieldcurve.py /^def get_dates(date, currency="USD"):$/;" kind:function line:83 +get_daycount pnl_explain.py /^def get_daycount(identifier, engine = dbengine("dawndb")):$/;" kind:function line:10 +get_db Dawn/views.py /^def get_db():$/;" kind:function line:37 +get_db risk_insight/views.py /^def get_db():$/;" kind:function line:25 +get_db task_server/rest.py /^def get_db():$/;" kind:function line:11 +get_deal Dawn/views.py /^def get_deal(kind):$/;" kind:function line:79 +get_dealdata load_cf.py /^def get_dealdata(dealname, tradedate):$/;" kind:function line:72 +get_dealschedule load_cf.py /^def get_dealschedule(dealdata, freq='1Mo', adj=Unadjusted):$/;" kind:function line:85 +get_dist load_cf.py /^def get_dist(date):$/;" kind:function line:66 +get_email_list parse_emails.py /^def get_email_list(date):$/;" kind:function line:186 +get_filename process_queue.py /^def get_filename(timestamp, queue_name):$/;" kind:function line:317 +get_form Dawn/views.py /^def get_form(trade, kind):$/;" kind:function line:89 +get_ftp task_server/globeop.py /^def get_ftp(folder):$/;" kind:function line:48 +get_futures_data yieldcurve.py /^def get_futures_data(date = datetime.date.today()):$/;" kind:function line:36 +get_globs externalmarksbackfill.py /^def get_globs():$/;" kind:function line:60 +get_globs load_globeop_report.py /^def get_globs(fname, years=['2013', '2014', '2015', '2016']):$/;" kind:function line:8 +get_gmail_service download_emails.py /^from send_email import get_gmail_service$/;" kind:namespace line:14 +get_gmail_service send_email.py /^def get_gmail_service():$/;" kind:function line:20 +get_gpg task_server/globeop.py /^def get_gpg():$/;" kind:function line:54 +get_index_list populate_risk_numbers.py /^def get_index_list(basedir):$/;" kind:function line:6 +get_indices_quotes risk_insight/views.py /^def get_indices_quotes():$/;" kind:function line:57 +get_list position.py /^def get_list(engine, workdate=None, asset_class=None, include_unsettled=True):$/;" kind:function line:11 +get_list_range pnl_explain.py /^ from position import get_list_range$/;" kind:namespace line:220 +get_list_range position.py /^def get_list_range(engine, begin, end, asset_class=None):$/;" kind:function line:25 +get_mailinglist mailing_list.py /^def get_mailinglist(name):$/;" kind:function line:14 +get_markit_bbg_mapping markit/import_quotes.py /^def get_markit_bbg_mapping(database, basketid_list, workdate):$/;" kind:function line:34 +get_msg download_emails.py /^def get_msg(service, user_id, msg_id):$/;" kind:function line:71 +get_outstanding_positions cds_rebook.py /^def get_outstanding_positions(engine):$/;" kind:function line:7 +get_ped task_server/globeop.py /^def get_ped(s):$/;" kind:function line:25 +get_pythonvalue bbg_helpers.py /^def get_pythonvalue(e):$/;" kind:function line:59 +get_queue Dawn/views.py /^def get_queue():$/;" kind:function line:27 +get_queue task_server/rest.py /^def get_queue():$/;" kind:function line:20 +get_recovery intex/intex_scenarios.py /^def get_recovery(conn, dealname, workdate, defaultrecovery = 50):$/;" kind:function line:43 +get_redis_queue process_queue.py /^def get_redis_queue():$/;" kind:function line:91 +get_reinv_assets intex/intex_scenarios.py /^def get_reinv_assets(conn, dealname, workdate):$/;" kind:function line:33 +get_reinvenddate intex/intex_scenarios.py /^def get_reinvenddate(conn, dealname):$/;" kind:function line:59 +get_risk_numbers risk_insight/views.py /^def get_risk_numbers():$/;" kind:function line:40 +get_session Dawn/models.py /^ def get_session(self):$/;" kind:member line:211 +get_trade Dawn/views.py /^def get_trade(tradeid, kind):$/;" kind:function line:121 +get_trades process_queue.py /^def get_trades(q, queue_name='bond_trades'):$/;" kind:function line:108 +getcusipcf load_cf.py /^def getcusipcf(params, cfdata, tradedate):$/;" kind:function line:150 +getdealcf load_cf.py /^def getdealcf(dealnames, zipfiles, tradedate = datetime.date.today()):$/;" kind:function line:109 +getquoted db.py /^ def getquoted(self):$/;" kind:member line:12 +gkey sftp.py /^gkey = rsakeys[0]$/;" kind:variable line:12 +glob externalmarksbackfill.py /^from glob import glob, iglob$/;" kind:namespace line:10 +global_reinvfixedpercentage intex/intex_scenarios.py /^global_reinvfixedpercentage = 16$/;" kind:variable line:31 +global_reinvfloatpercentage intex/intex_scenarios.py /^global_reinvfloatpercentage = 84$/;" kind:variable line:30 +globeop task_server/rest.py /^def globeop():$/;" kind:function line:40 +globeop.py task_server/globeop.py 1;" kind:file line:1 +gmail_login mailing_list.py /^from config import gmail_login, gmail_password$/;" kind:namespace line:6 +gmail_login task_server/config.py /^gmail_login = 'david.weeks@serenitascapital.com'$/;" kind:variable line:4 +gmail_password mailing_list.py /^from config import gmail_login, gmail_password$/;" kind:namespace line:6 +gmail_password task_server/config.py /^gmail_password = 'dweeks314'$/;" kind:variable line:3 +gnupg task_server/globeop.py /^import gnupg$/;" kind:namespace line:4 +group markit/__main__.py /^group = parser.add_mutually_exclusive_group(required=True)$/;" kind:variable line:22 +group task_server/__main__.py /^group = parser.add_mutually_exclusive_group(required=True)$/;" kind:variable line:12 +h test_upfront_cds.py /^ h = 0.00168276528775$/;" kind:variable line:87 +h_roots analytics/utils.py /^from scipy.special import h_roots$/;" kind:namespace line:2 +h_roots tranche_functions.py /^from scipy.special import h_roots$/;" kind:namespace line:7 +haircut Dawn/models.py /^ haircut = db.Column(db.Float)$/;" kind:variable line:169 +handle analytics/index.py /^ def handle(x, self, val):$/;" kind:function line:144 +handle analytics/option.py /^ def handle(S, index, forward_date, forward_yc):$/;" kind:function line:99 +handle analytics/option.py /^ def handle(x):$/;" kind:function line:169 +handle analytics/option.py /^ def handle(x):$/;" kind:function line:206 +handle_default.py handle_default.py 1;" kind:file line:1 +hazard_rate test_upfront_cds.py /^ hazard_rate = math.log(1 + sc_data[0][1])$/;" kind:variable line:67 +headers parse_preqin.py /^headers=['filename', 'name', 'contact name', 'job title', 'phone', 'email']$/;" kind:variable line:90 +help markit/__main__.py /^ help="do not re-download data")$/;" kind:variable line:30 +help markit/__main__.py /^ help="download markit IR data")$/;" kind:variable line:28 +help markit/__main__.py /^ help="download markit cds data")$/;" kind:variable line:26 +help markit/__main__.py /^ help="download markit loan data")$/;" kind:variable line:24 +help task_server/__main__.py /^ help="download reports from GlobeOp")$/;" kind:variable line:16 +help task_server/__main__.py /^ help="upload marks to GlobeOp")$/;" kind:variable line:18 +hiddenmenu download_markit_quotes.py /^hiddenmenu = WebDriverWait(driver, 10).until($/;" kind:variable line:38 +hist_data bbg_helpers.py /^ hist_data = retrieve_data(session, hist_securities, hist_fields, start_date=testdate)$/;" kind:variable line:126 +hist_fields bbg_helpers.py /^ hist_fields = ['PX_LAST']$/;" kind:variable line:122 +hist_securities bbg_helpers.py /^ hist_securities = ['CADUSD Curncy', "EURUSD Curncy"]$/;" kind:variable line:121 +historical markit/__main__.py /^ historical = False$/;" kind:variable line:36 +historical markit/__main__.py /^historical = True$/;" kind:variable line:34 +host_keys sftp.py /^host_keys = paramiko.util.load_host_keys(os.path.expanduser('~\/.ssh\/known_hosts'))$/;" kind:variable line:13 +hostkey sftp.py /^hostkey = host_keys[hostname]['ssh-rsa']$/;" kind:variable line:14 +hostname sftp.py /^hostname="alias.im"$/;" kind:variable line:4 +html_static_path pyisda/docs/conf.py /^html_static_path = ['_static']$/;" kind:variable line:163 +html_theme pyisda/docs/conf.py /^html_theme = 'sphinx_rtd_theme'$/;" kind:variable line:129 +htmlhelp_basename pyisda/docs/conf.py /^htmlhelp_basename = 'PyISDAdoc'$/;" kind:variable line:243 +hy21 calibrate_tranches.py /^hy21 = indices['hy21']$/;" kind:variable line:17 +hyindex tests/test_swaption.py /^ hyindex = Index.from_name("hy", 27, "5yr",$/;" kind:variable line:57 +hystrike tests/test_swaption.py /^ hystrike = 102.5$/;" kind:variable line:60 +id Dawn/models.py /^ id = db.Column('id', db.Integer, primary_key=True)$/;" kind:variable line:108 +id Dawn/models.py /^ id = db.Column('id', db.Integer, primary_key=True)$/;" kind:variable line:143 +id Dawn/models.py /^ id = db.Column('id', db.Integer, primary_key=True)$/;" kind:variable line:180 +id Dawn/models.py /^ id = db.Column('id', db.Integer, primary_key=True)$/;" kind:variable line:72 +identifier Dawn/models.py /^ identifier = db.Column(db.String(12), info={'filters': [lambda x: x or None,],$/;" kind:variable line:160 +identifier Dawn/models.py /^ identifier = db.Column(db.String(12), info={'filters': [lambda x: x or None,],$/;" kind:variable line:90 +ig_spread pyisda/example.py /^ ig_spread = 0.0070$/;" kind:variable line:31 +igindex tests/test_swaption.py /^ igindex = Index.from_name("ig", 27, "5yr",$/;" kind:variable line:62 +iglob externalmarksbackfill.py /^from glob import glob, iglob$/;" kind:namespace line:10 +iglob load_globeop_report.py /^from glob import iglob$/;" kind:namespace line:1 +igstrike tests/test_swaption.py /^ igstrike = 80$/;" kind:variable line:65 +imm futures.py /^from quantlib.time import imm$/;" kind:namespace line:9 +imm_dates dates.py /^def imm_dates(start_date, end_date):$/;" kind:function line:21 +imm_dates pnl_explain.py /^from dates import bus_day, imm_dates, yearfrac$/;" kind:namespace line:5 +import_quotes.py markit/import_quotes.py 1;" kind:file line:1 +importlib flask-run.py /^import importlib$/;" kind:namespace line:2 +include_dirs pyisda/setup.py /^ include_dirs = ['c_layer'],$/;" kind:variable line:6 +include_dirs pyisda/setup.py /^ include_dirs = ['c_layer'],$/;" kind:variable line:10 +include_foreign_keys Dawn/views.py /^ include_foreign_keys = True$/;" kind:variable line:60 +include_foreign_keys Dawn/views.py /^ include_foreign_keys = True$/;" kind:variable line:68 +include_foreign_keys Dawn/views.py /^ include_foreign_keys = True$/;" kind:variable line:75 +include_primary_keys Dawn/views.py /^ include_primary_keys = True$/;" kind:variable line:54 +index adj_index_price.py /^index='HY'$/;" kind:variable line:4 +index backfill_index.py /^ index = "{0}{1}".format(index_type.lower(), s)$/;" kind:variable line:15 +index insert_index.py /^ index = line[1],$/;" kind:variable line:31 +index insert_index.py /^index = [[offset, 'EU', 21, datetime.date(2017, 6, 20), 'Y3', 100, 0],$/;" kind:variable line:10 +index insert_tranche_quotes_old.py /^ index = os.path.splitext(quotefile)[0].split("_")$/;" kind:variable line:20 +index test_hyoption.py /^index = Index.from_name("hy", 27, "5yr",$/;" kind:variable line:3 +index test_igoption.py /^index = Index.from_name("ig", 27, "5yr",$/;" kind:variable line:3 +index tests/test_cds.py /^ index = Index.from_name("ig", 26, "5yr",$/;" kind:variable line:13 +index tests/test_index.py /^ index = Index.from_name("ig", 26, "5yr",$/;" kind:variable line:12 +index tests/test_index.py /^ index = Index.from_name("ig", 26, "5yr",$/;" kind:variable line:48 +index tests/test_swaption.py /^ index = Index.from_name("ig", 27, "5yr",$/;" kind:variable line:10 +index.py analytics/index.py 1;" kind:file line:1 +index_col bbg_prices.py /^ index_col=['id_bb_unique', 'pricingdate'])$/;" kind:variable line:46 +index_data parse_emails.py /^ index_data = index_data.append(fwd_index)$/;" kind:variable line:221 +index_data parse_emails.py /^ index_data = index_data.drop_duplicates(['quotedate', 'index', 'series', 'expiry'])$/;" kind:variable line:237 +index_data parse_emails.py /^ index_data = index_data.reset_index()$/;" kind:variable line:236 +index_data parse_emails.py /^ index_data = pd.DataFrame()$/;" kind:variable line:205 +index_desc insert_index.py /^index_desc = Table('index_desc', metadata, autoload=True)$/;" kind:variable line:6 +index_df parse_gs.py /^index_df = index_df.drop_duplicates(['quotedate', 'index', 'series', 'expiry'])$/;" kind:variable line:101 +index_df parse_gs.py /^index_df = pd.DataFrame(fwd_index)$/;" kind:variable line:86 +index_ins insert_index.py /^index_ins = index_desc.insert()$/;" kind:variable line:7 +index_label markit_tranches.py /^ index_label='quotedate')$/;" kind:variable line:27 +index_list markit/import_quotes.py /^ ['EU' + str(s) for s in range(19, 27)]$/;" kind:variable line:24 +index_quotes adj_index_price.py /^index_quotes= Table('index_quotes', metadata, autoload=True)$/;" kind:variable line:11 +index_quotes backfill_index.py /^index_quotes = Table('index_quotes', metadata, autoload=True)$/;" kind:variable line:6 +index_quotes markit_tranches.py /^ "AND series=21 AND tenor='5yr'",$/;" kind:variable line:17 +index_returns option_trades.py /^def index_returns(date=None, years=3, index="IG", tenor="5yr"):$/;" kind:function line:36 +index_type backfill_index.py /^index_type ='HY'$/;" kind:variable line:11 +indexfactor insert_index.py /^ indexfactor = line[5],$/;" kind:variable line:35 +indextype parse_gs.py /^ indextype = m.groups()[0]$/;" kind:variable line:20 +indices calibrate_tranches.py /^ indices = yaml.load(fh)$/;" kind:variable line:15 +indices risk_insight/views.py /^def indices():$/;" kind:function line:92 +info Dawn/models.py /^ info={'choices': [(None, '')],$/;" kind:variable line:116 +info Dawn/models.py /^ info={'choices': [(None, '')],$/;" kind:variable line:150 +info Dawn/models.py /^ info={'choices': [(None, '')],$/;" kind:variable line:188 +info Dawn/models.py /^ info={'choices': [(None, '')],$/;" kind:variable line:80 +init_bbg_session bbg_helpers.py /^def init_bbg_session(ip_list, port=8194):$/;" kind:function line:13 +init_bbg_session bbg_newids.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:5 +init_bbg_session bbg_prices.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:1 +init_bbg_session position.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:1 +init_bbg_session process_queue.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:16 +init_fx position.py /^def init_fx(session, engine, startdate):$/;" kind:function line:76 +initial_margin_percentage Dawn/models.py /^ initial_margin_percentage = db.Column(db.Float)$/;" kind:variable line:200 +ins insert_composite_quotes.py /^ins = quotes.insert()$/;" kind:variable line:10 +ins insert_tranche_quotes_old.py /^ins = quotes.insert()$/;" kind:variable line:10 +ins task_server/insert_tranche_quotes.py /^ins = quotes.insert()$/;" kind:variable line:13 +insert_cds markit/import_quotes.py /^def insert_cds(database, workdate):$/;" kind:function line:72 +insert_composite_quotes.py insert_composite_quotes.py 1;" kind:file line:1 +insert_facility markit/__main__.py /^from .loans import download_facility, insert_facility, download_marks, update_facility$/;" kind:namespace line:12 +insert_facility markit/loans.py /^def insert_facility(conn, workdate):$/;" kind:function line:19 +insert_index markit/import_quotes.py /^def insert_index(engine, workdate=None):$/;" kind:function line:105 +insert_index.py insert_index.py 1;" kind:file line:1 +insert_new_cusip intex/load_indicative.py /^def insert_new_cusip(conn, line):$/;" kind:function line:17 +insert_quotes download_markit_quotes.py /^from task_server.insert_tranche_quotes import insert_quotes$/;" kind:namespace line:12 +insert_quotes task_server/insert_tranche_quotes.py /^def insert_quotes(year=2016, quote_dir=None):$/;" kind:function line:37 +insert_quotes task_server/rest.py /^from .insert_tranche_quotes import insert_quotes$/;" kind:namespace line:6 +insert_tranche markit/import_quotes.py /^def insert_tranche(engine, workdate = None):$/;" kind:function line:144 +insert_tranche_quotes.py task_server/insert_tranche_quotes.py 1;" kind:file line:1 +insert_tranche_quotes_old.py insert_tranche_quotes_old.py 1;" kind:file line:1 +insert_tranches task_server/rest.py /^def insert_tranches():$/;" kind:function line:46 +inspect pyisda/pyisda/curve.pyx /^ def inspect(self):$/;" kind:member line:40 +inspect pyisda/pyisda/legs.pyx /^ def inspect(self):$/;" kind:member line:119 +instructions Dawn/models.py /^ instructions = db.Column(db.String, info={'form_field_class': FileField})$/;" kind:variable line:30 +interp1d option_trades.py /^from scipy.interpolate import interp1d$/;" kind:namespace line:6 +interpvalues optimization.py /^def interpvalues(w, v, neww):$/;" kind:function line:67 +interpweights optimization.py /^def interpweights(w, v1, v2):$/;" kind:function line:60 +intex task_server/rest.py /^def intex():$/;" kind:function line:34 +intex_data intex/__main__.py /^from .load_intex_collateral import intex_data$/;" kind:namespace line:4 +intex_data intex/load_intex_collateral.py /^def intex_data(conn, workdate):$/;" kind:function line:136 +intex_data task_server/rest.py /^from intex.load_intex_collateral import intex_data$/;" kind:namespace line:4 +intex_scenarios.py intex/intex_scenarios.py 1;" kind:file line:1 +intrinsic_value analytics/option.py /^ def intrinsic_value(self):$/;" kind:member line:116 +io ecb_yieldcurve.py /^import io$/;" kind:namespace line:3 +io markit/cds.py /^import io$/;" kind:namespace line:1 +io markit_red.py /^import requests, io, zipfile, shutil$/;" kind:namespace line:3 +isda_definition Dawn/models.py /^ isda_definition = db.Column(ISDA)$/;" kind:variable line:136 +isda_pricer test_upfront_cds.py /^ isda_pricer = IsdaCdsEngine(flat_curve, 0.4, ts, accrual_bias=AccrualBias.HalfDayBias,$/;" kind:variable line:78 +isda_pricer2 test_upfront_cds.py /^ isda_pricer2 = IsdaCdsEngine(flat_curve2, 0.4, ts)$/;" kind:variable line:89 +isin Dawn/models.py /^ isin = db.Column(db.String(12), info={'validators': Length(12, 12),$/;" kind:variable line:157 +isin Dawn/models.py /^ isin = db.Column(db.String(12), info={'validators': Length(12, 12),$/;" kind:variable line:87 +isleapyear dates.py /^def isleapyear(date):$/;" kind:function line:34 +issuerweights calibrate_tranches.py /^ issuerweights = np.ones(100)\/100$/;" kind:variable line:34 +jpmorgan_curves test_upfront_cds.py /^def jpmorgan_curves(trade_date, value_date, start_date, end_date, spread, recovery=0.4):$/;" kind:function line:45 +json download_emails.py /^import json$/;" kind:namespace line:11 +json futures.py /^import json$/;" kind:namespace line:1 +json intex/intex_scenarios.py /^import json$/;" kind:namespace line:3 +json send_email.py /^import json$/;" kind:namespace line:7 +json task_server/rest.py /^import json$/;" kind:namespace line:9 +jsonify risk_insight/views.py /^from flask import render_template, jsonify, request, g$/;" kind:namespace line:2 +jump_to_default analytics/index.py /^ def jump_to_default(self):$/;" kind:member line:201 +key_fun task_server/globeop.py /^def key_fun(s):$/;" kind:function line:35 +key_password task_server/config.py /^key_password = 'Serenitas;1'$/;" kind:variable line:2 +keys sftp.py /^keys = paramiko.Agent().get_keys()$/;" kind:variable line:10 +l calibrate_tranches.py /^ l = rho$/;" kind:variable line:61 +la optimization.py /^import numpy.linalg as la$/;" kind:namespace line:2 +labels_dict download_emails.py /^def labels_dict(service, user_id):$/;" kind:function line:54 +language pyisda/docs/conf.py /^language = None$/;" kind:variable line:76 +last_period_day_counter test_upfront_cds.py /^ last_period_day_counter = Actual360(True))$/;" kind:variable line:77 +last_period_day_counter test_upfront_cds.py /^ last_period_day_counter = Actual360(True))$/;" kind:variable line:85 +lastupdate Dawn/models.py /^ lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now())$/;" kind:variable line:110 +lastupdate Dawn/models.py /^ lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now())$/;" kind:variable line:144 +lastupdate Dawn/models.py /^ lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now())$/;" kind:variable line:182 +lastupdate Dawn/models.py /^ lastupdate = db.Column(db.DateTime, server_default=db.func.now(), onupdate=db.func.now())$/;" kind:variable line:74 +latex_documents pyisda/docs/conf.py /^latex_documents = [$/;" kind:variable line:268 +latex_elements pyisda/docs/conf.py /^latex_elements = {$/;" kind:variable line:247 +legal facility_download.py /^legal = 'serecap'$/;" kind:variable line:6 +legs.pxd pyisda/pyisda/legs.pxd 1;" kind:file line:1 +legs.pyx pyisda/pyisda/legs.pyx 1;" kind:file line:1 +level download_markit_quotes.py /^ level=logging.INFO,$/;" kind:variable line:17 +level parse_emails.py /^ level=logging.WARNING,$/;" kind:variable line:13 +level task_server/__main__.py /^ level=logging.INFO,$/;" kind:variable line:8 +libgq tranche_functions.py /^libgq = np.ctypeslib.load_library("GHquad", os.path.join(root, "code", "python"))$/;" kind:variable line:48 +libloss tranche_functions.py /^libloss = np.ctypeslib.load_library("lossdistrib", os.path.join(root, "code\/R\/lossdistrib\/src"))$/;" kind:variable line:11 +libraries pyisda/setup.py /^ libraries = ["cds"])$/;" kind:variable line:7 +libraries pyisda/setup.py /^ libraries = ['cds'])$/;" kind:variable line:12 +line parse_gs.py /^ line = line.decode('utf-8', 'ignore')$/;" kind:variable line:16 +line parse_gs.py /^ line = line.rstrip()$/;" kind:variable line:17 +link download_markit_quotes.py /^ link = WebDriverWait(driver, 10).until(EC.element_to_be_clickable($/;" kind:variable line:46 +list_counterparties Dawn/views.py /^def list_counterparties(instr):$/;" kind:function line:193 +list_trade_files trade_booking.py /^def list_trade_files():$/;" kind:function line:26 +list_trades Dawn/views.py /^def list_trades(kind):$/;" kind:function line:173 +load_cf.py load_cf.py 1;" kind:file line:1 +load_counterparties Dawn/utils.py /^def load_counterparties(engine):$/;" kind:function line:7 +load_counterparties Dawn/views.py /^from .utils import load_counterparties, bump_rev, simple_serialize$/;" kind:namespace line:12 +load_globeop_report.py load_globeop_report.py 1;" kind:file line:1 +load_indicative.py intex/load_indicative.py 1;" kind:file line:1 +load_intex_collateral.py intex/load_intex_collateral.py 1;" kind:file line:1 +load_trades Dawn/utils.py /^def load_trades(engine):$/;" kind:function line:26 +loads calibrate_swaption.py /^from pickle import loads, dumps$/;" kind:namespace line:7 +loads client.py /^from json import loads, dumps$/;" kind:namespace line:7 +loads process_queue.py /^from pickle import loads$/;" kind:namespace line:11 +loads pyisda/tests/test_pickle.py /^from pickle import dumps, loads$/;" kind:namespace line:5 +loan_ids facility_download.py /^loan_ids = query_db(sqlstring, one=False)$/;" kind:variable line:28 +loans.py markit/loans.py 1;" kind:file line:1 +log_file markit/__main__.py /^ log_file = os.path.join(root, 'logs', 'markit_cds.log')$/;" kind:variable line:44 +log_file markit/__main__.py /^ log_file = os.path.join(root, 'logs', 'markit_loans.log')$/;" kind:variable line:42 +log_file markit/__main__.py /^ log_file = os.path.join(root, 'logs', 'markit_rates.log')$/;" kind:variable line:46 +log_message pyisda/pyisda/logging.pyx /^def log_message(str msg):$/;" kind:function line:22 +logger bbg_helpers.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:8 +logger client.py /^ logger = logging.getLogger('intex')$/;" kind:variable line:31 +logger intex/__main__.py /^logger = logging.getLogger('intex')$/;" kind:variable line:6 +logger intex/intex_scenarios.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:17 +logger intex/load_indicative.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:12 +logger intex/load_intex_collateral.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:11 +logger markit/__main__.py /^logger = logging.getLogger('markit')$/;" kind:variable line:49 +logger markit/cds.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:11 +logger markit/import_quotes.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:12 +logger markit/loans.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:10 +logger task_server/globeop.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:12 +logger task_server/insert_tranche_quotes.py /^logger = logging.getLogger(__name__)$/;" kind:variable line:8 +logger test.py /^logger = logging.getLogger('intex')$/;" kind:variable line:4 +loggers task_server/__init__.py /^loggers = [logging.getLogger('intex'), app.logger, logging.getLogger(__name__)]$/;" kind:variable line:11 +logging Dawn/__init__.py /^import logging$/;" kind:namespace line:2 +logging bbg_helpers.py /^import logging$/;" kind:namespace line:5 +logging client.py /^import logging$/;" kind:namespace line:1 +logging download_emails.py /^import logging$/;" kind:namespace line:16 +logging download_markit_quotes.py /^import logging$/;" kind:namespace line:13 +logging intex/__main__.py /^import logging$/;" kind:namespace line:5 +logging intex/intex_scenarios.py /^import logging$/;" kind:namespace line:4 +logging intex/load_indicative.py /^import logging$/;" kind:namespace line:10 +logging intex/load_intex_collateral.py /^import logging$/;" kind:namespace line:9 +logging markit/__main__.py /^import logging$/;" kind:namespace line:3 +logging markit/__main__.py /^import logging$/;" kind:namespace line:8 +logging markit/cds.py /^import logging$/;" kind:namespace line:2 +logging markit/import_quotes.py /^import logging$/;" kind:namespace line:3 +logging markit/loans.py /^import logging$/;" kind:namespace line:2 +logging parse_emails.py /^import logging$/;" kind:namespace line:7 +logging position.py /^import logging$/;" kind:namespace line:8 +logging process_queue.py /^import logging$/;" kind:namespace line:19 +logging task_server/__init__.py /^import logging$/;" kind:namespace line:4 +logging task_server/__main__.py /^import logging$/;" kind:namespace line:1 +logging task_server/globeop.py /^import logging$/;" kind:namespace line:7 +logging task_server/insert_tranche_quotes.py /^import logging$/;" kind:namespace line:6 +logging test.py /^import logging$/;" kind:namespace line:2 +logging.pxd pyisda/pyisda/logging.pxd 1;" kind:file line:1 +logging.pyx pyisda/pyisda/logging.pyx 1;" kind:file line:1 +logpath tasks.py /^logpath = os.path.join(os.environ['CODE_DIR'], "logs")$/;" kind:variable line:6 +lr_var option_trades.py /^def lr_var(res):$/;" kind:function line:120 +m parse_gs.py /^ m = re.match("Expiry (\\d{2}\\w{3}\\d{2}) \\((?:([\\S]+) )?([\\S]+)\\)", line)$/;" kind:variable line:32 +m parse_gs.py /^ m = re.search("(IG|HY)(\\d{2}) 5y SWAPTION (?:♦GRANULAR♦ )?(?:UPDATE|CLOSES) - Ref\\D+(.+)$", line)$/;" kind:variable line:18 +mailing_list mailing_list.py /^ mailing_list = get_mailinglist(sys.argv[1])$/;" kind:variable line:45 +mailing_list.py mailing_list.py 1;" kind:file line:1 +main risk_insight/views.py /^def main():$/;" kind:function line:96 +main send_email.py /^def main():$/;" kind:function line:62 +makedf parse_emails.py /^def makedf(r, indextype, quote_source):$/;" kind:function line:16 +malloc pyisda/pyisda/curve.pyx /^from libc.stdlib cimport malloc, free$/;" kind:namespace line:1 +malloc pyisda/pyisda/flat_hazard.pyx /^from libc.stdlib cimport free, malloc$/;" kind:namespace line:12 +man_pages pyisda/docs/conf.py /^man_pages = [$/;" kind:variable line:310 +mapping bbg_newids.py /^mapping = mapping.ix[mapping.index.difference(currentdata.index)]$/;" kind:variable line:40 +mapping bbg_newids.py /^mapping = pd.DataFrame.from_dict(clean_mapping, orient='index')$/;" kind:variable line:35 +markit_login download_markit_quotes.py /^from task_server.config import markit_login, markit_password$/;" kind:namespace line:11 +markit_login task_server/config.py /^markit_login = 'guillaume.horel@serenitascapital.com'$/;" kind:variable line:6 +markit_password download_markit_quotes.py /^from task_server.config import markit_login, markit_password$/;" kind:namespace line:11 +markit_password task_server/config.py /^markit_password = 'Welcome3!'$/;" kind:variable line:5 +markit_red.py markit_red.py 1;" kind:file line:1 +markit_tranches.py markit_tranches.py 1;" kind:file line:1 +master_doc pyisda/docs/conf.py /^master_doc = 'index'$/;" kind:variable line:55 +masterdf parse_gs.py /^ masterdf = {}$/;" kind:variable line:14 +math analytics/black.py /^import math$/;" kind:namespace line:1 +math analytics/index.py /^import math$/;" kind:namespace line:3 +math analytics/option.py /^import math$/;" kind:namespace line:5 +math optim_alloc.py /^import math$/;" kind:namespace line:3 +math option_trades.py /^import math$/;" kind:namespace line:3 +math pyisda/example.py /^import math$/;" kind:namespace line:3 +math test_upfront_cds.py /^import math$/;" kind:namespace line:20 +matplotlib yieldcurve.py /^import matplotlib.pyplot as plt$/;" kind:namespace line:17 +maturity Dawn/models.py /^ maturity = db.Column(db.Date, nullable = False)$/;" kind:variable line:120 +maturity Dawn/models.py /^ maturity = db.Column(db.Date, nullable = False)$/;" kind:variable line:204 +maturity insert_index.py /^ maturity = line[3],$/;" kind:variable line:33 +memcpy pyisda/pyisda/curve.pyx /^from libc.string cimport memcpy$/;" kind:namespace line:2 +memoize analytics/option.py /^def memoize(f):$/;" kind:function line:34 +menu download_markit_quotes.py /^menu = WebDriverWait(driver, 10).until(EC.presence_of_element_located((By.CSS_SELECTOR,$/;" kind:variable line:35 +message send_email.py /^ message = main()$/;" kind:variable line:74 +meta bbg_newids.py /^meta = MetaData(bind=engine)$/;" kind:variable line:8 +metadata adj_index_price.py /^metadata = MetaData(bind=engine)$/;" kind:variable line:10 +metadata backfill_index.py /^metadata = MetaData(bind = engine)$/;" kind:variable line:5 +metadata insert_composite_quotes.py /^metadata = MetaData(bind = engine)$/;" kind:variable line:8 +metadata insert_index.py /^metadata = MetaData(bind = engine)$/;" kind:variable line:5 +metadata insert_tranche_quotes_old.py /^metadata = MetaData(bind = engine)$/;" kind:variable line:8 +metadata task_server/insert_tranche_quotes.py /^metadata = MetaData(bind = engine)$/;" kind:variable line:11 +mod flask-run.py /^ mod = importlib.import_module(sys.argv[1])$/;" kind:variable line:8 +model Dawn/views.py /^ model = BondDeal$/;" kind:variable line:59 +model Dawn/views.py /^ model = CDSDeal$/;" kind:variable line:67 +model Dawn/views.py /^ model = Counterparties$/;" kind:variable line:53 +model Dawn/views.py /^ model = SwaptionDeal$/;" kind:variable line:74 +model_form_factory Dawn/models.py /^from wtforms_alchemy import model_form_factory$/;" kind:namespace line:6 +models.py Dawn/models.py 1;" kind:file line:1 +monthcodes futures.py /^monthcodes = ["F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z"]$/;" kind:variable line:12 +monthly_pnl_bycusip load_globeop_report.py /^def monthly_pnl_bycusip(df, strats):$/;" kind:function line:64 +msg mailing_list.py /^ msg = MIMEMultipart()$/;" kind:variable line:48 +msg_alternative mailing_list.py /^ msg_alternative = MIMEMultipart('alternative')$/;" kind:variable line:54 +msg_content download_emails.py /^def msg_content(msg):$/;" kind:function line:78 +msgdict send_email.py /^ def msgdict(self):$/;" kind:member line:48 +mu optim_alloc.py /^ mu = np.array([0.01, 0.075, 0.065, 0.25])$/;" kind:variable line:85 +n_credit calibrate_tranches.py /^n_credit = 100$/;" kind:variable line:11 +n_credit script_calibrate_tranches.py /^n_credit = 100$/;" kind:variable line:5 +n_int calibrate_tranches.py /^n_int = 500$/;" kind:variable line:10 +n_int script_calibrate_tranches.py /^n_int = 500$/;" kind:variable line:4 +n_trades trade_booking.py /^n_trades = 0$/;" kind:variable line:32 +name Dawn/models.py /^ name='swaption_strat')$/;" kind:variable line:43 +name Dawn/models.py /^ name='swaption_type')$/;" kind:variable line:46 +name Dawn/models.py /^ name='asset_class')$/;" kind:variable line:53 +name Dawn/models.py /^ name = db.Column(db.String)$/;" kind:variable line:14 +name mailing_list.py /^ name = " " + name$/;" kind:variable line:56 +name pyisda/setup.py /^ name = "pyisda",$/;" kind:variable line:17 +nan_to_null db.py /^def nan_to_null(f, _NULL=psycopg2.extensions.AsIs('NULL'),$/;" kind:function line:34 +nan_to_null parse_emails.py /^ from db import dbengine, nan_to_null$/;" kind:namespace line:177 +nextIMMDates futures.py /^def nextIMMDates(startdate, length = 8):$/;" kind:function line:14 +next_redcode cds_rebook.py /^def next_redcode(engine, secid):$/;" kind:function line:19 +norm analytics/black.py /^from scipy.stats import norm$/;" kind:namespace line:2 +notes Dawn/models.py /^ notes = db.Column(db.String)$/;" kind:variable line:29 +notional Dawn/models.py /^ notional = db.Column(db.Float, nullable = False)$/;" kind:variable line:123 +notional Dawn/models.py /^ notional = db.Column(db.Float, nullable = False)$/;" kind:variable line:195 +np analytics/index.py /^import numpy as np$/;" kind:namespace line:4 +np analytics/option.py /^import numpy as np$/;" kind:namespace line:6 +np analytics/utils.py /^import numpy as np$/;" kind:namespace line:1 +np bbg_newids.py /^import numpy as np$/;" kind:namespace line:4 +np bbg_prices.py /^import numpy as np$/;" kind:namespace line:3 +np calibrate_tranches.py /^import numpy as np$/;" kind:namespace line:1 +np db.py /^import numpy as np$/;" kind:namespace line:7 +np load_cf.py /^import numpy as np$/;" kind:namespace line:5 +np markit/__main__.py /^import numpy as np$/;" kind:namespace line:4 +np markit/import_quotes.py /^import numpy as np$/;" kind:namespace line:4 +np optim_alloc.py /^import numpy as np$/;" kind:namespace line:2 +np optimization.py /^import numpy as np$/;" kind:namespace line:1 +np option_trades.py /^import numpy as np$/;" kind:namespace line:5 +np pnl_explain.py /^import numpy as np$/;" kind:namespace line:1 +np pyisda/pyisda/flat_hazard.pyx /^cimport numpy as np$/;" kind:namespace line:3 +np pyisda/pyisda/flat_hazard.pyx /^import numpy as np$/;" kind:namespace line:2 +np pyisda/pyisda/utils.py /^import numpy as np$/;" kind:namespace line:10 +np pyisda/tests/test_pickle.py /^import numpy as np$/;" kind:namespace line:2 +np script_calibrate_tranches.py /^import numpy as np$/;" kind:namespace line:1 +np test_upfront_cds.py /^import numpy as np$/;" kind:namespace line:21 +np tests/test_index.py /^import numpy as np$/;" kind:namespace line:3 +np tranche_functions.py /^import numpy as np$/;" kind:namespace line:1 +np yieldcurve.py /^import numpy as np$/;" kind:namespace line:15 +ns xmltotab.py /^ns = '{urn:schemas-microsoft-com:office:spreadsheet}'$/;" kind:variable line:4 +numpy optimization.py /^import numpy.linalg as la$/;" kind:namespace line:2 +oauth2client download_emails.py /^import oauth2client$/;" kind:namespace line:8 +oauth2client send_email.py /^import oauth2client$/;" kind:namespace line:4 +offset insert_index.py /^offset=183000$/;" kind:variable line:9 +optim_alloc.py optim_alloc.py 1;" kind:file line:1 +optimization.py optimization.py 1;" kind:file line:1 +option.py analytics/option.py 1;" kind:file line:1 +option_trades.py option_trades.py 1;" kind:file line:1 +os Dawn/utils.py /^import os$/;" kind:namespace line:2 +os Dawn/views.py /^import os$/;" kind:namespace line:9 +os backfill_cds.py /^import os$/;" kind:namespace line:1 +os calibrate_tranches.py /^import os$/;" kind:namespace line:6 +os client.py /^import os$/;" kind:namespace line:2 +os common.py /^import os$/;" kind:namespace line:1 +os daemon.py /^import sys, os, time, atexit, signal$/;" kind:namespace line:3 +os dawn_utils.py /^import os$/;" kind:namespace line:3 +os download_emails.py /^import os$/;" kind:namespace line:2 +os download_markit_quotes.py /^import time, os, shutil$/;" kind:namespace line:10 +os ecb_yieldcurve.py /^import os$/;" kind:namespace line:5 +os externalmarksbackfill.py /^import os$/;" kind:namespace line:2 +os facility_download.py /^import os$/;" kind:namespace line:2 +os futures.py /^import os$/;" kind:namespace line:6 +os insert_composite_quotes.py /^import os$/;" kind:namespace line:2 +os insert_tranche_quotes_old.py /^import os$/;" kind:namespace line:2 +os intex/common.py /^import os$/;" kind:namespace line:1 +os intex/intex_scenarios.py /^import os$/;" kind:namespace line:5 +os intex/intex_scenarios.py /^import os.path$/;" kind:namespace line:6 +os intex/load_indicative.py /^import os$/;" kind:namespace line:2 +os intex/load_intex_collateral.py /^import os, csv, datetime$/;" kind:namespace line:2 +os load_cf.py /^import os$/;" kind:namespace line:1 +os load_cf.py /^import os.path$/;" kind:namespace line:2 +os load_globeop_report.py /^import os$/;" kind:namespace line:2 +os mailing_list.py /^import os$/;" kind:namespace line:7 +os markit/__main__.py /^import os$/;" kind:namespace line:6 +os markit/cds.py /^import os$/;" kind:namespace line:3 +os markit/import_quotes.py /^import os$/;" kind:namespace line:6 +os markit/loans.py /^import os$/;" kind:namespace line:3 +os markit/rates.py /^import os$/;" kind:namespace line:5 +os markit_red.py /^import os$/;" kind:namespace line:5 +os parse_emails.py /^import os$/;" kind:namespace line:3 +os parse_gs.py /^import os$/;" kind:namespace line:4 +os parse_preqin.py /^import os$/;" kind:namespace line:1 +os populate_risk_numbers.py /^import yaml, os, csv$/;" kind:namespace line:1 +os position.py /^import os$/;" kind:namespace line:7 +os process_queue.py /^import os$/;" kind:namespace line:14 +os pyisda/docs/conf.py /^import os$/;" kind:namespace line:20 +os risk_insight/views.py /^import os, csv, yaml$/;" kind:namespace line:3 +os send_email.py /^import os$/;" kind:namespace line:6 +os sftp.py /^import os$/;" kind:namespace line:2 +os task_server/__init__.py /^import os$/;" kind:namespace line:5 +os task_server/globeop.py /^import os$/;" kind:namespace line:1 +os task_server/globeop.py /^import os.path$/;" kind:namespace line:2 +os task_server/insert_tranche_quotes.py /^import os$/;" kind:namespace line:3 +os tasks.py /^import os$/;" kind:namespace line:3 +os trade_booking.py /^import os$/;" kind:namespace line:3 +os tranche_functions.py /^import os$/;" kind:namespace line:9 +os yieldcurve.py /^import os$/;" kind:namespace line:2 +overrides bbg_helpers.py /^ overrides={'SETTLE_DT': testdate}$/;" kind:variable line:127 +p script_calibrate_tranches.py /^p = defaultprob$/;" kind:variable line:15 +p1 yieldcurve.py /^ p1 = Period('1Mo')$/;" kind:variable line:126 +p12 yieldcurve.py /^ p12 = Period('12Mo')$/;" kind:variable line:130 +p2 yieldcurve.py /^ p2 = Period('2Mo')$/;" kind:variable line:127 +p3 yieldcurve.py /^ p3 = Period('3Mo')$/;" kind:variable line:128 +p6 yieldcurve.py /^ p6 = Period('6Mo')$/;" kind:variable line:129 +packages pyisda/setup.py /^ packages = ['pyisda'])$/;" kind:variable line:21 +paramiko sftp.py /^import paramiko$/;" kind:namespace line:1 +params load_cf.py /^ params = processzipfiles(tradedate)$/;" kind:variable line:197 +parse_baml parse_emails.py /^def parse_baml(fh, indextype, series, quotedate):$/;" kind:function line:68 +parse_baml_block parse_emails.py /^def parse_baml_block(fh, indextype):$/;" kind:function line:94 +parse_dates bbg_prices.py /^ parse_dates=["pricingdate"],$/;" kind:variable line:45 +parse_dates pivot.py /^ parse_dates=[$/;" kind:variable line:9 +parse_dates pivot.py /^ parse_dates=['date']).$/;" kind:variable line:5 +parse_email parse_emails.py /^def parse_email(email):$/;" kind:function line:148 +parse_emails.py parse_emails.py 1;" kind:file line:1 +parse_gs.py parse_gs.py 1;" kind:file line:1 +parse_ms parse_emails.py /^def parse_ms(fh, indextype):$/;" kind:function line:135 +parse_ms_block parse_emails.py /^def parse_ms_block(fh, indextype):$/;" kind:function line:110 +parse_preqin.py parse_preqin.py 1;" kind:file line:1 +parse_quotedate parse_emails.py /^def parse_quotedate(fh, date_received):$/;" kind:function line:39 +parse_refline parse_emails.py /^def parse_refline(line):$/;" kind:function line:56 +parser calibrate_swaption.py /^ parser = argparse.ArgumentParser()$/;" kind:variable line:60 +parser markit/__main__.py /^parser = argparse.ArgumentParser()$/;" kind:variable line:21 +parser task_server/__main__.py /^parser = argparse.ArgumentParser()$/;" kind:variable line:11 +password facility_download.py /^password = 'Welcome1'$/;" kind:variable line:8 +path intex/intex_scenarios.py /^import os.path$/;" kind:namespace line:6 +path load_cf.py /^import os.path$/;" kind:namespace line:2 +path task_server/globeop.py /^import os.path$/;" kind:namespace line:2 +pattern1 intex/intex_scenarios.py /^pattern1 = re.compile("REINVEST\\[\\w+::REINV_TBA(\\d)\\]\\[DEAL,(\\d+)\\]=.*$")$/;" kind:variable line:19 +pattern2 intex/intex_scenarios.py /^pattern2 = re.compile("(STANDARD_VAR\\[)\\w+(::#REINV_END,\\d+\\]=)(\\d.*$)")$/;" kind:variable line:21 +pattern3 intex/intex_scenarios.py /^pattern3 = re.compile("STANDARD_VAR\\[\\w+::#PRICE100_TBA(\\d),(\\d+)\\]=")$/;" kind:variable line:23 +pattern5 intex/intex_scenarios.py /^pattern5 = re.compile("STANDARD_VAR\\[\\w+::#REINVPCT_TBA(\\d),(\\d+)\\]=")$/;" kind:variable line:24 +pattern7 intex/intex_scenarios.py /^pattern7 = re.compile("KINGS3")$/;" kind:variable line:25 +pattern8 intex/intex_scenarios.py /^pattern8 = re.compile("(#COLLATREINV_REINV_PCT_EXT\\[)\\w+(::\\*\\]\\[DEAL,\\d+\\])=100")$/;" kind:variable line:26 +pattern9 intex/intex_scenarios.py /^pattern9 = re.compile("(?P<a>SEVERITY\\[\\w+,\\d+\\]=)mkt\\(70\\)")$/;" kind:variable line:27 +payer test_hyoption.py /^payer = Swaption(index, exercise_date, strike, strike_is_price = True)$/;" kind:variable line:8 +payer test_igoption.py /^payer = Swaption(index, exercise_date, strike, strike_is_price = False)$/;" kind:variable line:8 +payload futures.py /^payload = {'currentTime': ts,$/;" kind:variable line:50 +payload markit/__main__.py /^ payload = {'user': 'GuillaumeHorel',$/;" kind:variable line:73 +payload markit/__main__.py /^ payload={'LEGALENTITY': 'lmcg',$/;" kind:variable line:57 +payment_rolldate Dawn/models.py /^ payment_rolldate = db.Column(BUS_DAY_CONVENTION, nullable = False)$/;" kind:variable line:122 +pd Dawn/utils.py /^import pandas as pd$/;" kind:namespace line:1 +pd Dawn/views.py /^import pandas as pd$/;" kind:namespace line:6 +pd adj_index_price.py /^import pandas as pd$/;" kind:namespace line:2 +pd analytics/index.py /^import pandas as pd$/;" kind:namespace line:5 +pd analytics/option.py /^import pandas as pd$/;" kind:namespace line:7 +pd backfill_index.py /^import pandas as pd$/;" kind:namespace line:3 +pd bbg_helpers.py /^import pandas as pd$/;" kind:namespace line:3 +pd bbg_newids.py /^import pandas as pd$/;" kind:namespace line:3 +pd bbg_prices.py /^import pandas as pd$/;" kind:namespace line:4 +pd calibrate_swaption.py /^import pandas as pd$/;" kind:namespace line:1 +pd calibrate_tranches.py /^import pandas as pd$/;" kind:namespace line:7 +pd cds_rebook.py /^import pandas as pd$/;" kind:namespace line:3 +pd database_consistency.py /^import pandas as pd$/;" kind:namespace line:1 +pd dates.py /^import pandas as pd$/;" kind:namespace line:1 +pd externalmarksbackfill.py /^import pandas as pd$/;" kind:namespace line:1 +pd load_cf.py /^import pandas as pd$/;" kind:namespace line:3 +pd load_globeop_report.py /^import pandas as pd$/;" kind:namespace line:3 +pd markit/__main__.py /^import pandas as pd$/;" kind:namespace line:5 +pd markit/import_quotes.py /^import pandas as pd$/;" kind:namespace line:5 +pd markit/rates.py /^import pandas as pd$/;" kind:namespace line:6 +pd markit/utils.py /^import pandas as pd$/;" kind:namespace line:1 +pd markit_tranches.py /^import pandas as pd$/;" kind:namespace line:1 +pd option_trades.py /^import pandas as pd$/;" kind:namespace line:1 +pd parse_emails.py /^import pandas as pd$/;" kind:namespace line:1 +pd parse_gs.py /^import pandas as pd$/;" kind:namespace line:1 +pd pivot.py /^import pandas as pd$/;" kind:namespace line:1 +pd pnl_explain.py /^import pandas as pd$/;" kind:namespace line:2 +pd position.py /^import pandas as pd$/;" kind:namespace line:2 +pd process_queue.py /^import pandas as pd$/;" kind:namespace line:3 +pd task_server/globeop.py /^ import pandas as pd$/;" kind:namespace line:15 +pd task_server/globeop.py /^import pandas as pd$/;" kind:namespace line:9 +pd test_upfront_cds.py /^import pandas as pd$/;" kind:namespace line:13 +pd tranche_functions.py /^import pandas as pd$/;" kind:namespace line:6 +pd yieldcurve.py /^import pandas as pd$/;" kind:namespace line:16 +pd_colnames bbg_newids.py /^pd_colnames = ['ID_BB_UNIQUE', 'ID_CUSIP', 'ISSUER', 'MATURITY', 'CPN', 'CPN_TYP',$/;" kind:variable line:62 +pd_colnames bbg_newids.py /^pd_colnames = ['ID_BB_UNIQUE','LAST_UPDATE_DT','PX_LAST','LN_CURRENT_MARGIN',$/;" kind:variable line:70 +pdb backfill_cds.py /^import pdb$/;" kind:namespace line:6 +pdb calibrate_tranches.py /^import pdb$/;" kind:namespace line:8 +pdb cds_rebook.py /^import pdb$/;" kind:namespace line:5 +pdb insert_tranche_quotes_old.py /^import pdb$/;" kind:namespace line:5 +pdb intex/load_indicative.py /^import pdb$/;" kind:namespace line:6 +pdb intex/load_intex_collateral.py /^import pdb$/;" kind:namespace line:3 +pdb load_globeop_report.py /^import pdb$/;" kind:namespace line:6 +pdb parse_emails.py /^import pdb$/;" kind:namespace line:4 +pdb parse_gs.py /^import pdb$/;" kind:namespace line:2 +pdf_attach1 mailing_list.py /^ pdf_attach1 = MIMEApplication(fh.read(), 'pdf')$/;" kind:variable line:37 +pdf_attach2 mailing_list.py /^ pdf_attach2 = MIMEApplication(fh.read(), 'pdf')$/;" kind:variable line:42 +pickle analytics/option.py /^ import cPickle as pickle$/;" kind:namespace line:15 +pickle analytics/option.py /^ import pickle$/;" kind:namespace line:17 +pickle parse_emails.py /^import pickle$/;" kind:namespace line:8 +pivot.py pivot.py 1;" kind:file line:1 +plot_allocation optim_alloc.py /^def plot_allocation(W, fund_return, fund_vol):$/;" kind:function line:60 +plt optim_alloc.py /^from matplotlib import pyplot as plt$/;" kind:namespace line:4 +plt yieldcurve.py /^import matplotlib.pyplot as plt$/;" kind:namespace line:17 +pnl_explain pnl_explain.py /^def pnl_explain(identifier, start_date = None, end_date = None,$/;" kind:function line:24 +pnl_explain.py pnl_explain.py 1;" kind:file line:1 +pnl_explain_list pnl_explain.py /^def pnl_explain_list(id_list, start_date = None, end_date = None, engine = dbengine("dawndb")):$/;" kind:function line:104 +pnl_reports load_globeop_report.py /^def pnl_reports():$/;" kind:function line:43 +populate_cashflow_history position.py /^def populate_cashflow_history(engine, session, workdate=None):$/;" kind:function line:103 +populate_risk populate_risk_numbers.py /^def populate_risk(basedir, db):$/;" kind:function line:36 +populate_risk_numbers.py populate_risk_numbers.py 1;" kind:file line:1 +port sftp.py /^port=22$/;" kind:variable line:5 +position.py position.py 1;" kind:file line:1 +prev_immdate analytics/index.py /^from dates import prev_immdate$/;" kind:namespace line:12 +prev_immdate dates.py /^def prev_immdate(valdate):$/;" kind:function line:10 +previous_twentieth analytics/index.py /^from .utils import previous_twentieth$/;" kind:namespace line:16 +previous_twentieth analytics/utils.py /^def previous_twentieth(d):$/;" kind:function line:11 +price Dawn/models.py /^ price = db.Column(db.Float, nullable = False)$/;" kind:variable line:165 +price Dawn/models.py /^ price = db.Column(db.Float, nullable = False)$/;" kind:variable line:198 +price Dawn/models.py /^ price = db.Column(db.Float, nullable=False)$/;" kind:variable line:97 +price analytics/index.py /^ def price(self):$/;" kind:member line:138 +price analytics/index.py /^ def price(self, val):$/;" kind:member line:142 +principal_payment Dawn/models.py /^ principal_payment = db.Column(db.Float)$/;" kind:variable line:101 +printf pyisda/pyisda/flat_hazard.pyx /^from libc.stdio cimport printf$/;" kind:namespace line:13 +process_historical_msg bbg_helpers.py /^def process_historical_msg(msg):$/;" kind:function line:70 +process_queue.py process_queue.py 1;" kind:file line:1 +process_reference_msg bbg_helpers.py /^def process_reference_msg(msg):$/;" kind:function line:76 +processzipfiles load_cf.py /^def processzipfiles(tradedate=datetime.date.today()):$/;" kind:function line:36 +profile download_markit_quotes.py /^profile = FirefoxProfile()$/;" kind:variable line:21 +project pyisda/docs/conf.py /^project = 'PyISDA'$/;" kind:variable line:58 +protection Dawn/models.py /^ protection = db.Column(PROTECTION, nullable = False)$/;" kind:variable line:127 +protection_start test_upfront_cds.py /^ protection_start = Date.from_datetime(trade_date) + 1,$/;" kind:variable line:76 +protection_start test_upfront_cds.py /^ protection_start = Date.from_datetime(trade_date) + 1,$/;" kind:variable line:84 +psycopg2 Dawn/views.py /^import psycopg2$/;" kind:namespace line:17 +psycopg2 backfill_cds.py /^import psycopg2$/;" kind:namespace line:8 +psycopg2 db.py /^import psycopg2$/;" kind:namespace line:2 +psycopg2 externalmarksbackfill.py /^import psycopg2$/;" kind:namespace line:4 +psycopg2 intex/intex_scenarios.py /^import psycopg2$/;" kind:namespace line:7 +psycopg2 intex/load_indicative.py /^import psycopg2$/;" kind:namespace line:1 +psycopg2 intex/load_intex_collateral.py /^import psycopg2$/;" kind:namespace line:1 +psycopg2 parse_emails.py /^ import psycopg2$/;" kind:namespace line:178 +psycopg2 process_queue.py /^import psycopg2$/;" kind:namespace line:21 +psycopg2 risk_insight/views.py /^import psycopg2$/;" kind:namespace line:5 +psycopg2 task_server/rest.py /^import psycopg2$/;" kind:namespace line:1 +pv analytics/index.py /^ def pv(self):$/;" kind:member line:122 +pv analytics/option.py /^ def pv(self):$/;" kind:member line:126 +pv analytics/option.py /^ def pv(self, val):$/;" kind:member line:160 +pv pyisda/example.py /^ pv = 1000000 * upfront_charge(today_date, value_date, start_date, step_in_date,$/;" kind:variable line:53 +pv pyisda/pyisda/legs.pyx /^ def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,$/;" kind:member line:144 +pv pyisda/pyisda/legs.pyx /^ def pv(self, today, step_in_date, value_date, YieldCurve yc, SpreadCurve sc,$/;" kind:member line:40 +pv_black analytics/option.py /^ def pv_black(self):$/;" kind:member line:188 +pv_black analytics/option.py /^ def pv_black(self, val):$/;" kind:member line:200 +pv_vec analytics/option.py /^from pyisda.flat_hazard import pv_vec$/;" kind:namespace line:22 +pv_vec pyisda/pyisda/flat_hazard.pyx /^def pv_vec(double[:] spreads, YieldCurve yc, trade_date, value_date,$/;" kind:function line:112 +pv_vec tests/test_index.py /^from pyisda.flat_hazard import pv_vec$/;" kind:namespace line:6 +pydate_from_qldate pyisda/pyisda/utils.py /^from quantlib.time.api import ( Date, pydate_from_qldate, WeekendsOnly,$/;" kind:namespace line:2 +pydate_from_qldate yieldcurve.py /^from quantlib.time.date import pydate_from_qldate$/;" kind:namespace line:13 +pydate_to_TDate pyisda/pyisda/cdsone.pyx /^from date cimport JpmcdsStringToDateInterval, pydate_to_TDate, dcc$/;" kind:namespace line:2 +pydate_to_TDate pyisda/pyisda/curve.pyx /^from date cimport (JpmcdsStringToDateInterval, pydate_to_TDate, dcc,$/;" kind:namespace line:3 +pydate_to_TDate pyisda/pyisda/date.pxd /^cdef TDate pydate_to_TDate(c_datetime.date d)$/;" kind:function line:47 +pydate_to_TDate pyisda/pyisda/date.pyx /^cdef TDate pydate_to_TDate(c_datetime.date d):$/;" kind:function line:7 +pydate_to_TDate pyisda/pyisda/flat_hazard.pyx /^from date cimport pydate_to_TDate, ACT_360, ACT_365F$/;" kind:namespace line:10 +pydate_to_TDate pyisda/pyisda/legs.pyx /^from date cimport pydate_to_TDate, TDate_to_pydate, dcc$/;" kind:namespace line:2 +pydate_to_qldate load_cf.py /^from quantlib.util.converter import pydate_to_qldate, qldate_to_pydate$/;" kind:namespace line:13 +pydate_to_qldate tranche_functions.py /^from quantlib.util.converter import qldate_to_pydate, pydate_to_qldate$/;" kind:namespace line:5 +pygments_style pyisda/docs/conf.py /^pygments_style = 'sphinx'$/;" kind:variable line:112 +pytz futures.py /^import pytz$/;" kind:namespace line:7 +ql_to_jp analytics/index.py /^from yieldcurve import YC, ql_to_jp, roll_yc, rate_helpers$/;" kind:namespace line:18 +ql_to_jp tests/test_cds.py /^from yieldcurve import YC, ql_to_jp$/;" kind:namespace line:10 +ql_to_jp yieldcurve.py /^def ql_to_jp(ql_yc):$/;" kind:function line:111 +qldate_to_pydate load_cf.py /^from quantlib.util.converter import pydate_to_qldate, qldate_to_pydate$/;" kind:namespace line:13 +qldate_to_pydate tranche_functions.py /^from quantlib.util.converter import qldate_to_pydate, pydate_to_qldate$/;" kind:namespace line:5 +query_db db.py /^def query_db(conn, sqlstr, params=None, one=True):$/;" kind:function line:60 +query_db facility_download.py /^from db import conn, query_db$/;" kind:namespace line:4 +query_db load_cf.py /^from db import query_db, conn$/;" kind:namespace line:11 +quotedate insert_tranche_quotes_old.py /^ quotedate = datetime.datetime.strptime(os.path.splitext(quotefile)[0].split("_")[-1], "%Y-%m-%d").date()$/;" kind:variable line:18 +quotedate parse_gs.py /^ quotedate = pd.to_datetime(line[4:])$/;" kind:variable line:29 +quotefiles insert_tranche_quotes_old.py /^quotefiles = [f for f in os.listdir(os.path.join(root_dir, 'Scenarios', 'Calibration')) if 'tranches' in f]$/;" kind:variable line:13 +quotes calibrate_tranches.py /^ quotes = np.cumsum(dK * (1-quotes))$/;" kind:variable line:46 +quotes calibrate_tranches.py /^ quotes = pd.read_csv(os.path.join(root, "Scenarios", "Calibration",$/;" kind:variable line:42 +quotes calibrate_tranches.py /^ quotes = quotes["Mid"]\/100$/;" kind:variable line:44 +quotes futures.py /^quotes = json.loads(r.text)$/;" kind:variable line:53 +quotes insert_composite_quotes.py /^quotes = Table('tranche_quotes', metadata, autoload = True)$/;" kind:variable line:9 +quotes insert_tranche_quotes_old.py /^quotes = Table('tranche_quotes', metadata, autoload = True)$/;" kind:variable line:9 +quotes task_server/insert_tranche_quotes.py /^quotes = Table('tranche_quotes', metadata, autoload = True)$/;" kind:variable line:12 +r adj_index_price.py /^ r = factors.ix[i].indexfactor\/factors.ix[i+1].indexfactor$/;" kind:variable line:28 +r ecb_yieldcurve.py /^r = requests.get('http:\/\/www.ecb.europa.eu\/stats\/money\/yc\/data\/fmd\/download\/yc_latest.zip?')$/;" kind:variable line:9 +r facility_download.py /^ r = requests.get('https:\/\/loans.markit.com\/loanx\/LoanXOneFacility.csv?LEGALENTITY={0}&USERNAME={1}&PASSWORD={2}&LOANXID={3}'.format(legal, username, password, loanxid[0]))$/;" kind:variable line:32 +r futures.py /^r = requests.get(base_uri, params=payload)$/;" kind:variable line:52 +r parse_gs.py /^ r = []$/;" kind:variable line:80 +r parse_gs.py /^ r = []$/;" kind:variable line:39 +rate pyisda/example.py /^ rate = sc_data[0][1]$/;" kind:variable line:39 +rate_helpers analytics/index.py /^from yieldcurve import YC, ql_to_jp, roll_yc, rate_helpers$/;" kind:namespace line:18 +rate_helpers pyisda/pyisda/utils.py /^def rate_helpers(currency="USD", MarkitData=None):$/;" kind:function line:39 +rate_helpers test_upfront_cds.py /^from yieldcurve import YC, rate_helpers, getMarkitIRData$/;" kind:namespace line:12 +rate_helpers yieldcurve.py /^def rate_helpers(currency="USD", MarkitData=None):$/;" kind:function line:43 +rates.py markit/rates.py 1;" kind:file line:1 +re Dawn/utils.py /^import re$/;" kind:namespace line:3 +re externalmarksbackfill.py /^import re$/;" kind:namespace line:3 +re intex/intex_scenarios.py /^import re$/;" kind:namespace line:8 +re intex/load_indicative.py /^import csv, sys, re$/;" kind:namespace line:5 +re load_cf.py /^import re, datetime, yaml$/;" kind:namespace line:9 +re parse_emails.py /^import re$/;" kind:namespace line:2 +re parse_gs.py /^import re$/;" kind:namespace line:3 +re parse_preqin.py /^import re$/;" kind:namespace line:4 +re position.py /^import re$/;" kind:namespace line:6 +re process_queue.py /^import re$/;" kind:namespace line:17 +re task_server/globeop.py /^import re$/;" kind:namespace line:6 +reader insert_tranche_quotes_old.py /^ reader = csv.DictReader(fh)$/;" kind:variable line:28 +reader intex/intex_scenarios.py /^from csv import reader$/;" kind:namespace line:13 +realized_vol option_trades.py /^def realized_vol(index, series, tenor, date=None, years=None):$/;" kind:function line:50 +realized_vs_atm option_trades.py /^ realized_vs_atm = pd.merge_asof(rv, df_vol, on='date')$/;" kind:variable line:132 +rebook cds_rebook.py /^def rebook(engine, secid, lastdate, already_rebooked):$/;" kind:function line:31 +rebook_everything cds_rebook.py /^def rebook_everything(engine):$/;" kind:function line:49 +rec_risk analytics/index.py /^ def rec_risk(self):$/;" kind:member line:187 +receiver test_hyoption.py /^receiver = Swaption(index, exercise_date, strike, "receiver", strike_is_price = True)$/;" kind:variable line:13 +receiver test_igoption.py /^receiver = Swaption(index, exercise_date, strike, "receiver", strike_is_price = False)$/;" kind:variable line:13 +recov calibrate_tranches.py /^ recov = np.array([float(e) for e in fh], dtype='double', order='F')$/;" kind:variable line:27 +recov script_calibrate_tranches.py /^ recov = np.array([float(e) for e in fh], dtype='double', order='F')$/;" kind:variable line:9 +redirect Dawn/views.py /^from flask import (request, render_template, redirect,$/;" kind:namespace line:1 +redis Dawn/views.py /^import redis$/;" kind:namespace line:11 +redis client.py /^import redis$/;" kind:namespace line:3 +redis process_queue.py /^import redis$/;" kind:namespace line:1 +redis task_server/rest.py /^import datetime, redis$/;" kind:namespace line:3 +ref analytics/index.py /^ def ref(self):$/;" kind:member line:333 +ref analytics/index.py /^ def ref(self, val):$/;" kind:member line:340 +ref_data bbg_helpers.py /^ ref_data = retrieve_data(session, securities, fields, overrides=overrides)$/;" kind:variable line:128 +refspread parse_gs.py /^ refspread = float(m.groups()[2])$/;" kind:variable line:26 +register_adapter bbg_prices.py /^from psycopg2.extensions import register_adapter, AsIs$/;" kind:namespace line:6 +register_adapter calibrate_swaption.py /^from psycopg2.extensions import register_adapter$/;" kind:namespace line:8 +register_adapter db.py /^from psycopg2.extensions import register_adapter$/;" kind:namespace line:5 +register_adapter pnl_explain.py /^from psycopg2.extensions import register_adapter, AsIs$/;" kind:namespace line:6 +relativedelta analytics/utils.py /^from dateutil.relativedelta import relativedelta$/;" kind:namespace line:3 +release pyisda/docs/conf.py /^release = '0.1'$/;" kind:variable line:69 +render_template Dawn/views.py /^from flask import (request, render_template, redirect,$/;" kind:namespace line:1 +render_template risk_insight/views.py /^from flask import render_template, jsonify, request, g$/;" kind:namespace line:2 +repo_rate Dawn/models.py /^ repo_rate = db.Column(db.Float, nullable = False)$/;" kind:variable line:170 +report_list markit_red.py /^ report_list = ['REDEntity', 'REDObligation', 'REDEntityDelta', 'REDObligationDelta',$/;" kind:variable line:75 +request Dawn/views.py /^from flask import (request, render_template, redirect,$/;" kind:namespace line:1 +request risk_insight/views.py /^from flask import render_template, jsonify, request, g$/;" kind:namespace line:2 +request task_server/rest.py /^from flask import request, g$/;" kind:namespace line:8 +request_payload markit_red.py /^def request_payload(payload):$/;" kind:function line:8 +requests ecb_yieldcurve.py /^import requests$/;" kind:namespace line:2 +requests facility_download.py /^import requests$/;" kind:namespace line:1 +requests futures.py /^import requests$/;" kind:namespace line:3 +requests markit/cds.py /^import requests$/;" kind:namespace line:4 +requests markit/loans.py /^import requests$/;" kind:namespace line:4 +requests markit/rates.py /^import requests$/;" kind:namespace line:7 +requests markit_red.py /^import requests, io, zipfile, shutil$/;" kind:namespace line:3 +requests pyisda/pyisda/utils.py /^import requests$/;" kind:namespace line:12 +resid_vol optim_alloc.py /^def resid_vol(rho, delta, volF):$/;" kind:function line:14 +rest task_server/__init__.py /^import task_server.rest$/;" kind:namespace line:3 +rest.py task_server/rest.py 1;" kind:file line:1 +restart daemon.py /^ def restart(self):$/;" kind:member line:112 +result bbg_newids.py /^result = select([deal_indicative.c.dealname]).execute()$/;" kind:variable line:19 +result2 bbg_newids.py /^ result2 = engine.execute(s, dealname = r.dealname)$/;" kind:variable line:22 +retrieve_data bbg_helpers.py /^def retrieve_data(session, securities, fields, overrides={},$/;" kind:function line:93 +retrieve_data bbg_newids.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:5 +retrieve_data bbg_prices.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:1 +retrieve_data position.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:1 +retrieve_data process_queue.py /^from bbg_helpers import init_bbg_session, retrieve_data, BBG_IP$/;" kind:namespace line:16 +rho calibrate_tranches.py /^ rho = (l+u)\/2.$/;" kind:variable line:57 +rho calibrate_tranches.py /^ rho = 0.4$/;" kind:variable line:36 +rho optim_alloc.py /^ rho = {'CLO': 0.6,$/;" kind:variable line:79 +rho optim_alloc.py /^def rho(sigma, delta, volF):$/;" kind:function line:10 +rho script_calibrate_tranches.py /^rho = 0.45 * np.ones(n_credit)$/;" kind:variable line:16 +risk_insight risk_insight/__init__.py /^import risk_insight.views$/;" kind:namespace line:3 +risky_annuity analytics/index.py /^ def risky_annuity(self):$/;" kind:member line:205 +ro load_cf.py /^import rpy2.robjects as ro$/;" kind:namespace line:17 +roll_yc analytics/index.py /^from yieldcurve import YC, ql_to_jp, roll_yc, rate_helpers$/;" kind:namespace line:18 +roll_yc analytics/option.py /^from yieldcurve import roll_yc$/;" kind:namespace line:12 +roll_yc yieldcurve.py /^def roll_yc(yc, forward_date):$/;" kind:function line:99 +rolling_vol option_trades.py /^def rolling_vol(df, col='atm_vol', term=[3]):$/;" kind:function line:99 +root calibrate_tranches.py /^root = "\/home\/share\/CorpCDOs"$/;" kind:variable line:19 +root common.py /^ root = "\/\/WDsentinel\/share\/CorpCDOs"$/;" kind:variable line:4 +root common.py /^ root = '\/home\/share\/CorpCDOs'$/;" kind:variable line:6 +root facility_download.py /^from common import root$/;" kind:namespace line:3 +root futures.py /^from common import root$/;" kind:namespace line:4 +root intex/common.py /^ root = "\/\/WDsentinel\/share\/CorpCDOs"$/;" kind:variable line:4 +root intex/common.py /^ root = '\/home\/share\/CorpCDOs'$/;" kind:variable line:6 +root intex/intex_scenarios.py /^from common import root$/;" kind:namespace line:14 +root intex/load_indicative.py /^from common import root, sanitize_float$/;" kind:namespace line:7 +root intex/load_intex_collateral.py /^from common import root, sanitize_float$/;" kind:namespace line:4 +root load_cf.py /^ root = "\/\/WDsentinel\/share\/CorpCDOs"$/;" kind:variable line:21 +root load_cf.py /^ root = '\/home\/share\/CorpCDOs'$/;" kind:variable line:23 +root mailing_list.py /^root = "\/home\/share\/serenitas\/Fund Raising"$/;" kind:variable line:12 +root markit/__main__.py /^from common import root$/;" kind:namespace line:10 +root markit/cds.py /^from common import root$/;" kind:namespace line:8 +root markit/import_quotes.py /^from common import root$/;" kind:namespace line:9 +root markit/loans.py /^from common import root$/;" kind:namespace line:6 +root markit/rates.py /^from common import root$/;" kind:namespace line:2 +root parse_preqin.py /^root = "\/home\/share\/serenitas\/Fund Raising\/Preqin\/Investors\/"$/;" kind:variable line:6 +root task_server/globeop.py /^ root = "\/\/diskstation\/Daily"$/;" kind:variable line:21 +root task_server/globeop.py /^ root = '\/home\/serenitas\/Daily'$/;" kind:variable line:23 +root trade_booking.py /^ root = "\/\/WDsentinel\/share\/Daily"$/;" kind:variable line:17 +root trade_booking.py /^ root = '\/home\/share\/Daily'$/;" kind:variable line:19 +root tranche_functions.py /^from common import root$/;" kind:namespace line:8 +root yieldcurve.py /^from common import root$/;" kind:namespace line:1 +root_dir insert_composite_quotes.py /^root_dir = '\/home\/share\/CorpCDOs'$/;" kind:variable line:12 +root_dir insert_tranche_quotes_old.py /^root_dir = '\/home\/share\/CorpCDOs'$/;" kind:variable line:12 +rpy2 load_cf.py /^import rpy2.robjects as ro$/;" kind:namespace line:17 +run client.py /^def run():$/;" kind:function line:10 +run daemon.py /^ def run(self):$/;" kind:member line:117 +runAllFill externalmarksbackfill.py /^def runAllFill():$/;" kind:function line:15 +runSingleFill externalmarksbackfill.py /^def runSingleFill(f):$/;" kind:function line:20 +run_date task_server/globeop.py /^def run_date(s):$/;" kind:function line:45 +run_tasks task_server/rest.py /^def run_tasks():$/;" kind:function line:51 +runningdict1 task_server/insert_tranche_quotes.py /^runningdict1 = {0: 500, 3:100, 7:100, 15: 25}$/;" kind:variable line:34 +runningdict2 task_server/insert_tranche_quotes.py /^runningdict2 = {0: 500, 3:500, 7:500, 10:100, 15:100, 30:100}$/;" kind:variable line:35 +rv option_trades.py /^ rv = pd.DataFrame(rv)$/;" kind:variable line:128 +rv option_trades.py /^ rv = rv.reset_index()$/;" kind:variable line:129 +s bbg_newids.py /^ select_from(func.et_latestdealinfo(bindparam('dealname'))).where(Column('cusip')!=None)$/;" kind:variable line:16 +s_html mailing_list.py /^ s_html = Template(fh.read())$/;" kind:variable line:33 +s_text mailing_list.py /^ s_text = Template(fh.read())$/;" kind:variable line:30 +sales_contact Dawn/models.py /^ sales_contact = db.Column(db.String)$/;" kind:variable line:18 +sales_email Dawn/models.py /^ sales_email = db.Column(EmailType)$/;" kind:variable line:19 +sales_phone Dawn/models.py /^ sales_phone = db.Column(PhoneNumberType())$/;" kind:variable line:20 +sanitize_float common.py /^def sanitize_float(intex_float):$/;" kind:function line:8 +sanitize_float intex/common.py /^def sanitize_float(intex_float):$/;" kind:function line:8 +sanitize_float intex/load_indicative.py /^from common import root, sanitize_float$/;" kind:namespace line:7 +sanitize_float intex/load_intex_collateral.py /^from common import root, sanitize_float$/;" kind:namespace line:4 +sanitize_float load_cf.py /^def sanitize_float(string):$/;" kind:function line:25 +save_ticket Dawn/views.py /^def save_ticket(trade, old_ticket_name):$/;" kind:function line:125 +sc pyisda/example.py /^ sc = SpreadCurve(today_date, yc, start_date, step_in_date,$/;" kind:variable line:35 +sc2 pyisda/example.py /^ sc2 = SpreadCurve.from_flat_hazard(today_date, continuous_rate)$/;" kind:variable line:42 +sc_data pyisda/example.py /^ sc_data = sc.inspect()['data']$/;" kind:variable line:38 +sc_data test_upfront_cds.py /^ sc_data = sc.inspect()['data']$/;" kind:variable line:66 +sched calibrate_tranches.py /^ sched = creditSchedule(startdate, "5Yr", 0.05, ts, enddate=hy21["maturity"])$/;" kind:variable line:47 +sched yieldcurve.py /^ sched = Schedule(ts.reference_date, ts.reference_date+Period('5Yr'), Period('3Mo'), cal)$/;" kind:variable line:131 +script_calibrate_tranches.py script_calibrate_tranches.py 1;" kind:file line:1 +securities bbg_helpers.py /^ securities = ['38145BAA9 Mtge', '75157EAE2 Mtge', 'XS0295516776 Mtge']$/;" kind:variable line:123 +securities bbg_prices.py /^securities = ["{0} Corp".format(cusip) for cusip in cusips.index]$/;" kind:variable line:22 +security_desc Dawn/models.py /^ security_desc = db.Column(db.String(32), nullable = False)$/;" kind:variable line:129 +security_desc Dawn/models.py /^ security_desc = db.Column(db.String(32), nullable = False)$/;" kind:variable line:202 +security_id Dawn/models.py /^ security_id = db.Column(db.String(12), nullable = False)$/;" kind:variable line:128 +security_id Dawn/models.py /^ security_id = db.Column(db.String(12), nullable = False)$/;" kind:variable line:201 +select bbg_newids.py /^from sqlalchemy import create_engine, MetaData, select, Column, func, bindparam$/;" kind:namespace line:1 +selenium download_markit_quotes.py /^import selenium$/;" kind:namespace line:1 +send send_email.py /^ def send(self):$/;" kind:member line:54 +send_email.py send_email.py 1;" kind:file line:1 +sentinel parse_preqin.py /^sentinel={}$/;" kind:variable line:93 +serenitasdb analytics/index.py /^serenitasdb = dbconn('serenitasdb')$/;" kind:variable line:20 +serenitasdb backfill_cds.py /^from db import serenitasdb$/;" kind:namespace line:5 +serenitasdb calibrate_swaption.py /^serenitasdb = dbconn('serenitasdb')$/;" kind:variable line:10 +serenitasdb markit/__main__.py /^ serenitasdb = dbconn('serenitasdb')$/;" kind:variable line:84 +serenitasdb option_trades.py /^serenitasdb = dbengine('serenitasdb')$/;" kind:variable line:8 +serenitasdb parse_gs.py /^serenitasdb = dbengine('serenitasdb')$/;" kind:variable line:105 +serenitasdb populate_risk_numbers.py /^from db import serenitasdb$/;" kind:namespace line:2 +series adj_index_price.py /^series = [9]$/;" kind:variable line:6 +series backfill_index.py /^series=[9]$/;" kind:variable line:8 +series insert_index.py /^ series = line[2],$/;" kind:variable line:32 +series insert_tranche_quotes_old.py /^ series=19 if "19" in quotefile else 21$/;" kind:variable line:19 +series option_trades.py /^ series = 23$/;" kind:variable line:126 +series parse_gs.py /^ series = int(m.groups()[1])$/;" kind:variable line:21 +server mailing_list.py /^ server = smtplib.SMTP('smtp.gmail.com:587')$/;" kind:variable line:25 +set_logging_file pyisda/pyisda/logging.pyx /^def set_logging_file(str file_name, TBoolean append = True):$/;" kind:function line:15 +settings externalmarksbackfill.py /^settings = {$/;" kind:variable line:72 +settings test_upfront_cds.py /^ settings = Settings()$/;" kind:variable line:54 +settle_date Dawn/models.py /^ settle_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:153 +settle_date Dawn/models.py /^ settle_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:191 +settle_date Dawn/models.py /^ settle_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:83 +setup pyisda/setup.py /^from distutils.core import setup$/;" kind:namespace line:1 +setup.py pyisda/setup.py 1;" kind:file line:1 +sftp sftp.py /^sftp = paramiko.SFTPClient.from_transport(t)$/;" kind:variable line:16 +sftp.py sftp.py 1;" kind:file line:1 +sheets markit_tranches.py /^sheets = ["AskClose", "Close", "BidClose"]$/;" kind:variable line:6 +shutil download_markit_quotes.py /^import time, os, shutil$/;" kind:namespace line:10 +shutil markit/cds.py /^import shutil$/;" kind:namespace line:5 +shutil markit_red.py /^import requests, io, zipfile, shutil$/;" kind:namespace line:3 +shutil task_server/globeop.py /^import shutil$/;" kind:namespace line:8 +signal daemon.py /^import sys, os, time, atexit, signal$/;" kind:namespace line:3 +simple_serialize Dawn/utils.py /^def simple_serialize(obj):$/;" kind:function line:63 +simple_serialize Dawn/views.py /^from .utils import load_counterparties, bump_rev, simple_serialize$/;" kind:namespace line:12 +simps analytics/option.py /^from scipy.integrate import simps$/;" kind:namespace line:24 +smtplib mailing_list.py /^import smtplib$/;" kind:namespace line:1 +snac_pv test_upfront_cds.py /^def snac_pv(spread, term_date, fixed_coupon=0.01, recovery=0.4, ts=YC()):$/;" kind:function line:23 +socket Dawn/views.py /^import socket$/;" kind:namespace line:16 +socket client.py /^import socket$/;" kind:namespace line:4 +socket process_queue.py /^import socket$/;" kind:namespace line:2 +soup parse_preqin.py /^ soup = bs4.BeautifulSoup(fh)$/;" kind:variable line:96 +source_suffix pyisda/docs/conf.py /^source_suffix = '.rst'$/;" kind:variable line:48 +sources pyisda/setup.py /^ sources = ['pyisda\/flat_hazard.pyx', 'c_layer\/cdsbootstrap.c'],$/;" kind:variable line:11 +spread analytics/index.py /^ def spread(self):$/;" kind:member line:87 +spread analytics/index.py /^ def spread(self, s):$/;" kind:member line:109 +spread pyisda/example.py /^ spread = array.array('d', [ig_spread])$/;" kind:variable line:32 +spread pyisda/example.py /^ spread = spread_from_upfront(today_date, value_date, start_date, step_in_date,$/;" kind:variable line:19 +spread test_upfront_cds.py /^ spread = 0.001$/;" kind:variable line:64 +spread_from_upfront pyisda/example.py /^from pyisda.cdsone import upfront_charge, spread_from_upfront$/;" kind:namespace line:4 +spread_from_upfront pyisda/pyisda/cdsone.pyx /^def spread_from_upfront(date, value_date, benchmark_start_date, stepin_date,$/;" kind:function line:68 +sql_colnames bbg_newids.py /^sql_colnames = [c.name for c in bloomberg_corp.columns]$/;" kind:variable line:72 +sql_colnames bbg_newids.py /^sql_colnames = [c.name for c in bloomberg_corp_ref.columns]$/;" kind:variable line:61 +sqlstr backfill_cds.py /^ "runningbid, runningask, source, recovery) VALUES(%s, %s, %s, %s, %s, %s, %s, %s)"$/;" kind:variable line:25 +sqlstr backfill_cds.py /^sqlstr = "select markit_ticker, cds_curve from index_members(%s, %s)"$/;" kind:variable line:16 +sqlstr parse_gs.py /^ "ON CONFLICT DO NOTHING"$/;" kind:variable line:115 +sqlstr populate_risk_numbers.py /^sqlstr = "INSERT INTO risk_numbers VALUES({0},{1})".format(",".join(["%s"] * 10),$/;" kind:variable line:13 +sqlstring facility_download.py /^sqlstring = "select loanxid from markit_prices except (select loanxid from latest_markit_prices2)"$/;" kind:variable line:27 +start daemon.py /^ def start(self):$/;" kind:member line:61 +start_date analytics/index.py /^ def start_date(self):$/;" kind:member line:67 +start_date analytics/index.py /^ def start_date(self, d):$/;" kind:member line:75 +start_date pyisda/example.py /^ start_date = datetime.date(2016, 6, 20)$/;" kind:variable line:16 +start_date test_upfront_cds.py /^ start_date = datetime.date(2009, 3, 20)$/;" kind:variable line:63 +startdate calibrate_tranches.py /^ startdate = datetime.datetime.strptime(d, "%Y-%m-%d")$/;" kind:variable line:24 +state Dawn/models.py /^ state = db.Column(db.String(2))$/;" kind:variable line:16 +step_in_date pyisda/example.py /^ step_in_date = today_date + datetime.timedelta(days=1)$/;" kind:variable line:13 +stepin_date test_upfront_cds.py /^ stepin_date = trade_date + datetime.timedelta(days=1)$/;" kind:variable line:60 +stmt adj_index_price.py /^ stmt = index_quotes.update().where((index_quotes.c.date==bindparam('b_date')) &$/;" kind:variable line:34 +stmt backfill_index.py /^ stmt = index_quotes.delete().where((index_quotes.c.index==index_type) &$/;" kind:variable line:16 +stochasticrecov tranche_functions.py /^def stochasticrecov(R, Rtilde, Z, w, rho, porig, pmod):$/;" kind:function line:57 +stop daemon.py /^ def stop(self):$/;" kind:member line:82 +strike Dawn/models.py /^ strike = db.Column(db.Float, nullable = False)$/;" kind:variable line:197 +strike analytics/option.py /^ def strike(self):$/;" kind:member line:88 +strike analytics/option.py /^ def strike(self, K):$/;" kind:member line:95 +strike test_hyoption.py /^strike = 102.5$/;" kind:variable line:7 +strike test_igoption.py /^strike = 80$/;" kind:variable line:7 +strike tests/test_swaption.py /^ strike = 82.5$/;" kind:variable line:14 +strike_vec pyisda/pyisda/flat_hazard.pyx /^def strike_vec(double[:] spreads, YieldCurve yc, trade_date, value_date,$/;" kind:function line:19 +struct_data bbg_helpers.py /^ struct_data = retrieve_data(session, securities, ["HIST_CASH_FLOW"])$/;" kind:variable line:129 +subject_BAML parse_emails.py /^subject_BAML = re.compile("(?:Fwd:){0,2}(?:BAML )?(\\w{2})([0-9]{1,2})\\s")$/;" kind:variable line:145 +subject_MS parse_emails.py /^subject_MS = re.compile("\\$\\$ MS CDX OPTIONS: (IG|HY)(\\d{2})[^\\d]*([\\d.]+)")$/;" kind:variable line:146 +subprime_list pnl_explain.py /^ subprime_list = get_list_range(engine, '2015-09-30', '2015-10-31', 'Subprime')$/;" kind:variable line:227 +subprime_strats load_globeop_report.py /^ subprime_strats = ['MTG_GOOD', 'MTG_RW', 'MTG_IO','MTG_THRU', 'MTG_B4PR']$/;" kind:variable line:76 +subprocess tasks.py /^import subprocess$/;" kind:namespace line:1 +survival_probability pyisda/pyisda/curve.pyx /^ survival_probability = Curve.__forward_zero_price$/;" kind:variable line:295 +swap_type Dawn/models.py /^ swap_type = db.Column(SWAP_TYPE, nullable = False)$/;" kind:variable line:132 +swaption_stack parse_emails.py /^ swaption_stack = pd.concat(swaption_stack, names=['quotedate', 'index', 'series'])$/;" kind:variable line:229 +swaption_stack parse_emails.py /^ swaption_stack = swaption_stack.drop_duplicates(['quotedate', 'index', 'series', 'expiry', 'strike'])$/;" kind:variable line:235 +swaption_stack parse_emails.py /^ swaption_stack = swaption_stack.reset_index()$/;" kind:variable line:234 +swaption_stack parse_emails.py /^ swaption_stack = {}$/;" kind:variable line:204 +swaption_type Dawn/models.py /^ swaption_type = db.Column(SWAPTION_TYPE, nullable = False)$/;" kind:variable line:196 +sys bbg_helpers.py /^import sys$/;" kind:namespace line:2 +sys daemon.py /^import sys, os, time, atexit, signal$/;" kind:namespace line:3 +sys download_markit_quotes.py /^import sys$/;" kind:namespace line:14 +sys flask-run.py /^import sys$/;" kind:namespace line:1 +sys futures.py /^import sys$/;" kind:namespace line:5 +sys intex/__main__.py /^import sys$/;" kind:namespace line:1 +sys intex/intex_scenarios.py /^import sys$/;" kind:namespace line:9 +sys intex/load_indicative.py /^import csv, sys, re$/;" kind:namespace line:5 +sys intex/load_intex_collateral.py /^import sys$/;" kind:namespace line:6 +sys load_cf.py /^import sys$/;" kind:namespace line:18 +sys mailing_list.py /^import sys$/;" kind:namespace line:9 +sys markit/__main__.py /^import sys$/;" kind:namespace line:7 +sys parse_emails.py /^import sys$/;" kind:namespace line:9 +sys position.py /^import sys$/;" kind:namespace line:9 +sys process_queue.py /^import sys$/;" kind:namespace line:5 +sys pyisda/docs/conf.py /^import sys$/;" kind:namespace line:21 +sys send_email.py /^import sys$/;" kind:namespace line:11 +sys tests/test_cds.py /^import sys$/;" kind:namespace line:7 +sys tests/test_swaption.py /^import sys$/;" kind:namespace line:4 +sys tests/test_yieldcurve.py /^import sys$/;" kind:namespace line:6 +t sftp.py /^t = paramiko.Transport((hostname, port))$/;" kind:variable line:9 +table parse_preqin.py /^ table =soup.find(id=re.compile('FirmContacts'))$/;" kind:variable line:104 +table_rows parse_preqin.py /^ table_rows = table.findAll('tr')$/;" kind:variable line:105 +task_server process_queue.py /^import task_server.config as config$/;" kind:namespace line:13 +task_server task_server/__init__.py /^import task_server.rest$/;" kind:namespace line:3 +tasks client.py /^import tasks$/;" kind:namespace line:5 +tasks.py tasks.py 1;" kind:file line:1 +templates_path pyisda/docs/conf.py /^templates_path = ['_templates']$/;" kind:variable line:42 +tenor backfill_index.py /^tenor = ['3yr', '5yr', '7yr']$/;" kind:variable line:10 +tenor insert_index.py /^ tenor = tenor,$/;" kind:variable line:76 +tenor insert_index.py /^ tenor = line[4],$/;" kind:variable line:34 +tenor test_upfront_cds.py /^ tenor = Period(5, Years)$/;" kind:variable line:58 +tenordict insert_composite_quotes.py /^tenordict = {'3Y': '3yr', '5Y': '5yr', '7Y':'7yr', '10Y':'10yr'}$/;" kind:variable line:20 +tenordict task_server/insert_tranche_quotes.py /^tenordict = {'3': '3yr', '5': '5yr', '7':'7yr', '10':'10yr'}$/;" kind:variable line:33 +tenors backfill_cds.py /^tenors = [str(i)+'Y' for i in [1, 2, 3, 4, 5, 7, 10]]$/;" kind:variable line:27 +term_date test_upfront_cds.py /^ term_date = datetime.date(2019, 6, 20)$/;" kind:variable line:62 +test dates.py /^ def test(self):$/;" kind:member line:55 +test optimization.py /^ test = KLfit(P, w, b)$/;" kind:variable line:103 +test test.py /^from intex.test import test$/;" kind:namespace line:1 +test.py test.py 1;" kind:file line:1 +test_annuity tests/test_cds.py /^ def test_annuity(self):$/;" kind:member line:43 +test_bloomberg tests/test_yieldcurve.py /^ def test_bloomberg(self):$/;" kind:member line:17 +test_calibration tests/test_swaption.py /^ def test_calibration(self):$/;" kind:member line:36 +test_cds.py tests/test_cds.py 1;" kind:file line:1 +test_cdsone tests/test_cds.py /^ def test_cdsone(self):$/;" kind:member line:21 +test_forward_pv tests/test_index.py /^ def test_forward_pv(self):$/;" kind:member line:55 +test_forward_pv tests/test_index.py /^ def test_forward_pv(self):$/;" kind:member line:61 +test_hy tests/test_swaption.py /^ def test_hy(self):$/;" kind:member line:44 +test_hyoption.py test_hyoption.py 1;" kind:file line:1 +test_hypayer tests/test_swaption.py /^ def test_hypayer(self):$/;" kind:member line:67 +test_hyreceiver tests/test_swaption.py /^ def test_hyreceiver(self):$/;" kind:member line:74 +test_igoption.py test_igoption.py 1;" kind:file line:1 +test_igpayer tests/test_swaption.py /^ def test_igpayer(self):$/;" kind:member line:81 +test_igreceiver tests/test_swaption.py /^ def test_igreceiver(self):$/;" kind:member line:88 +test_index.py tests/test_index.py 1;" kind:file line:1 +test_legs pyisda/tests/test_pickle.py /^ def test_legs(self):$/;" kind:member line:25 +test_parity tests/test_swaption.py /^ def test_parity(self):$/;" kind:member line:16 +test_parity_pvblack tests/test_swaption.py /^ def test_parity_pvblack(self):$/;" kind:member line:26 +test_pickle.py pyisda/tests/test_pickle.py 1;" kind:file line:1 +test_price_setting tests/test_index.py /^ def test_price_setting(self):$/;" kind:member line:43 +test_pv tests/test_index.py /^ def test_pv(self):$/;" kind:member line:18 +test_strike tests/test_index.py /^ def test_strike(self):$/;" kind:member line:23 +test_strike_vec tests/test_index.py /^ def test_strike_vec(self):$/;" kind:member line:32 +test_swaption.py tests/test_swaption.py 1;" kind:file line:1 +test_upfront tests/test_cds.py /^ def test_upfront(self):$/;" kind:member line:18 +test_upfront_cds.py test_upfront_cds.py 1;" kind:file line:1 +test_yc pyisda/tests/test_pickle.py /^ def test_yc(self):$/;" kind:member line:19 +test_yieldcurve.py tests/test_yieldcurve.py 1;" kind:file line:1 +testdate bbg_helpers.py /^ testdate = pd.datetime(2013, 1, 1)$/;" kind:variable line:120 +texfile trade_template.py /^ texfile = Template(fh.read())$/;" kind:variable line:29 +texfile trade_template.py /^ texfile = texfile.substitute(d)$/;" kind:variable line:30 +texinfo_documents pyisda/docs/conf.py /^texinfo_documents = [$/;" kind:variable line:325 +text dawn_utils.py /^from sqlalchemy.sql import text$/;" kind:namespace line:1 +theta analytics/option.py /^ def theta(self):$/;" kind:member line:251 +ticker futures.py /^ticker = "GE"$/;" kind:variable line:11 +ticket Dawn/models.py /^ ticket = db.Column(db.String, info={'form_field_class': FileField})$/;" kind:variable line:100 +ticket Dawn/models.py /^ ticket = db.Column(db.String, info={'form_field_class': FileField})$/;" kind:variable line:173 +time daemon.py /^import sys, os, time, atexit, signal$/;" kind:namespace line:3 +time download_markit_quotes.py /^import time, os, shutil$/;" kind:namespace line:10 +time markit/cds.py /^import time$/;" kind:namespace line:7 +timestamp insert_tranche_quotes_old.py /^ timestamp = datetime.datetime.strptime(csvdict['bidTime'], "%m\/%d\/%Y %H:%M:%S %p")$/;" kind:variable line:32 +to_insert bbg_newids.py /^to_insert = df.filter(pd_colnames)$/;" kind:variable line:66 +to_insert bbg_prices.py /^to_insert = df[['DEFAULTED', 'DEFAULT_DATE', 'CALLED', 'CALLED_DT', 'LN_ISSUE_STATUS', 'ID_BB_UNIQUE']]$/;" kind:variable line:32 +to_insert bbg_prices.py /^to_insert = df[['ID_BB_UNIQUE','LAST_UPDATE_DT','PX_LAST','LN_CURRENT_MARGIN',$/;" kind:variable line:54 +to_insert bbg_prices.py /^to_insert = to_insert.where(to_insert.notnull(), None)$/;" kind:variable line:33 +to_insert2 bbg_newids.py /^to_insert2 = df.filter(pd_colnames)$/;" kind:variable line:73 +today test_upfront_cds.py /^from quantlib.time.api import (WeekendsOnly, today, Years, Months,$/;" kind:namespace line:1 +today tranche_functions.py /^from quantlib.time.api import Actual360, Period, UnitedStates, Following, today$/;" kind:namespace line:4 +today_date pyisda/example.py /^ today_date = datetime.date(2016, 7, 12)$/;" kind:variable line:11 +todo_include_todos pyisda/docs/conf.py /^todo_include_todos = True$/;" kind:variable line:121 +toinsert backfill_cds.py /^ toinsert = [(date, ticker, convert(line[tenor]), convert(line[tenor]),$/;" kind:variable line:37 +tools download_emails.py /^from oauth2client import tools$/;" kind:namespace line:10 +tools send_email.py /^from oauth2client import client, tools$/;" kind:namespace line:5 +top10 option_trades.py /^ top10 = top10.append(daily_vol)$/;" kind:variable line:146 +top10 option_trades.py /^ top10 = pd.DataFrame()$/;" kind:variable line:137 +total_wait download_markit_quotes.py /^total_wait = 0$/;" kind:variable line:57 +trade_booking.py trade_booking.py 1;" kind:file line:1 +trade_date Dawn/models.py /^ trade_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:118 +trade_date Dawn/models.py /^ trade_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:152 +trade_date Dawn/models.py /^ trade_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:190 +trade_date Dawn/models.py /^ trade_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:82 +trade_date analytics/index.py /^ def trade_date(self):$/;" kind:member line:209 +trade_date analytics/index.py /^ def trade_date(self, d):$/;" kind:member line:216 +trade_date pyisda/tests/test_pickle.py /^ trade_date = datetime.date(2016, 10, 6)$/;" kind:variable line:10 +trade_date test_hyoption.py /^ trade_date = datetime.date(2016, 11, 16))$/;" kind:variable line:4 +trade_date test_igoption.py /^ trade_date = datetime.date(2016, 11, 18))$/;" kind:variable line:4 +trade_date test_upfront_cds.py /^ trade_date = datetime.date(2009, 5, 21)$/;" kind:variable line:59 +trade_date tests/test_cds.py /^ trade_date = datetime.date(2016, 9, 21))$/;" kind:variable line:14 +trade_date tests/test_index.py /^ trade_date = datetime.date(2016, 7, 1))$/;" kind:variable line:13 +trade_date tests/test_index.py /^ trade_date = datetime.date(2016, 7, 1))$/;" kind:variable line:49 +trade_date tests/test_swaption.py /^ trade_date=datetime.date(2016, 11, 16))$/;" kind:variable line:58 +trade_date tests/test_swaption.py /^ trade_date=datetime.date(2016, 11, 18))$/;" kind:variable line:63 +trade_date tests/test_swaption.py /^ trade_date = datetime.date(2016, 10, 25))$/;" kind:variable line:11 +trade_manage Dawn/views.py /^def trade_manage(tradeid, kind):$/;" kind:function line:141 +trade_template.py trade_template.py 1;" kind:file line:1 +tradedate futures.py /^ tradedate = central.localize(tradedate)$/;" kind:variable line:62 +tradedate futures.py /^ tradedate = datetime.datetime.strptime(q['tradeDate'],$/;" kind:variable line:60 +tradedate load_cf.py /^ tradedate = datetime.date.today()$/;" kind:variable line:196 +tradedate load_cf.py /^ tradedate = datetime.datetime.strptime(sys.argv[1], "%Y-%m-%d").date()$/;" kind:variable line:194 +tranche_cl tranche_functions.py /^def tranche_cl(L, R, cs, K1, K2, scaled = False):$/;" kind:function line:91 +tranche_desc insert_index.py /^tranche_desc = Table('tranche_desc', metadata, autoload = True)$/;" kind:variable line:38 +tranche_functions.py tranche_functions.py 1;" kind:file line:1 +tranche_ins insert_index.py /^tranche_ins = tranche_desc.insert()$/;" kind:variable line:39 +tranche_pl tranche_functions.py /^def tranche_pl(L, cs, K1, K2, scaled=False):$/;" kind:function line:104 +tranche_pv tranche_functions.py /^def tranche_pv(L, R, cs, K1, K2):$/;" kind:function line:116 +tranche_quotes markit_tranches.py /^tranche_quotes = df.join(index_quotes)$/;" kind:variable line:20 +trancheid insert_index.py /^ trancheid =eubasketid+i,$/;" kind:variable line:74 +trancheloss tranche_functions.py /^def trancheloss(L, K1, K2):$/;" kind:function line:85 +trancherecov tranche_functions.py /^def trancherecov(R, K1, K2):$/;" kind:function line:88 +tranches risk_insight/views.py /^def tranches():$/;" kind:function line:85 +transation_indicator Dawn/models.py /^ transation_indicator = db.Column(REPO_TYPE)$/;" kind:variable line:163 +tree xmltotab.py /^tree = doc.getroot()$/;" kind:variable line:7 +ts calibrate_tranches.py /^ ts = YC(startdate)$/;" kind:variable line:25 +ts futures.py /^ ts = datetime.datetime.strftime(workdate, '%s') + '000'$/;" kind:variable line:47 +ts futures.py /^ ts = int(datetime.datetime.timestamp(workdate) * 1000)$/;" kind:variable line:45 +ts load_globeop_report.py /^def ts(s):$/;" kind:function line:61 +ts test_upfront_cds.py /^ ts = YC(helpers = yield_helpers)$/;" kind:variable line:57 +ts yieldcurve.py /^ ts = YC()$/;" kind:variable line:124 +u calibrate_tranches.py /^ u = rho$/;" kind:variable line:59 +unittest dates.py /^import unittest$/;" kind:namespace line:4 +unittest pyisda/tests/test_pickle.py /^import unittest$/;" kind:namespace line:1 +unittest tests/test_cds.py /^import unittest$/;" kind:namespace line:1 +unittest tests/test_index.py /^import unittest$/;" kind:namespace line:1 +unittest tests/test_swaption.py /^import unittest$/;" kind:namespace line:1 +unittest tests/test_yieldcurve.py /^import unittest$/;" kind:namespace line:1 +update_emails download_emails.py /^def update_emails():$/;" kind:function line:85 +update_emails parse_emails.py /^from download_emails import update_emails$/;" kind:namespace line:5 +update_facility markit/__main__.py /^from .loans import download_facility, insert_facility, download_marks, update_facility$/;" kind:namespace line:12 +update_facility markit/loans.py /^def update_facility(conn, workdate, payload):$/;" kind:function line:60 +update_fx position.py /^def update_fx(engine, session, currencies):$/;" kind:function line:85 +update_indexmembers handle_default.py /^def update_indexmembers(newids, company_id):$/;" kind:function line:40 +update_redcodes markit_red.py /^def update_redcodes(conn, fname):$/;" kind:function line:34 +update_redindices markit_red.py /^def update_redindices(fname):$/;" kind:function line:54 +update_securities position.py /^def update_securities(engine, session, workdate):$/;" kind:function line:58 +upf pyisda/example.py /^ upf = upfront_charge(today_date, value_date, start_date, step_in_date,$/;" kind:variable line:23 +upfront Dawn/models.py /^ upfront = db.Column(db.Float, nullable = False)$/;" kind:variable line:130 +upfront_charge pyisda/example.py /^from pyisda.cdsone import upfront_charge, spread_from_upfront$/;" kind:namespace line:4 +upfront_charge pyisda/pyisda/cdsone.pyx /^def upfront_charge(date, value_date, benchmark_start_date, stepin_date,$/;" kind:function line:6 +upfront_charge test_upfront_cds.py /^from pyisda.cdsone import upfront_charge$/;" kind:namespace line:16 +upfront_charge tests/test_cds.py /^from pyisda.cdsone import upfront_charge$/;" kind:namespace line:2 +upfront_charge tests/test_index.py /^from pyisda.cdsone import upfront_charge$/;" kind:namespace line:5 +upfront_quote pyisda/example.py /^ upfront_quote = -0.03063$/;" kind:variable line:18 +upfront_settle_date Dawn/models.py /^ upfront_settle_date = db.Column(db.Date, nullable = False)$/;" kind:variable line:131 +upload_bond_marks task_server/globeop.py /^def upload_bond_marks(engine, workdate):$/;" kind:function line:112 +upload_cds_marks task_server/globeop.py /^def upload_cds_marks(engine, workdate):$/;" kind:function line:124 +upload_cusip_data intex/load_indicative.py /^def upload_cusip_data(conn, filename):$/;" kind:function line:38 +upload_cusip_data intex/load_intex_collateral.py /^from .load_indicative import upload_cusip_data, upload_deal_data$/;" kind:namespace line:8 +upload_data intex/load_intex_collateral.py /^def upload_data(conn, dealnames, workdate):$/;" kind:function line:28 +upload_data task_server/__main__.py /^from .globeop import download_data, upload_data$/;" kind:namespace line:4 +upload_data task_server/globeop.py /^def upload_data(engine, workdate):$/;" kind:function line:136 +upload_deal_data intex/load_indicative.py /^def upload_deal_data(conn, filename):$/;" kind:function line:100 +upload_deal_data intex/load_intex_collateral.py /^from .load_indicative import upload_cusip_data, upload_deal_data$/;" kind:namespace line:8 +upload_file process_queue.py /^def upload_file(timestamp, queue_name='bond_trades'):$/;" kind:function line:323 +upload_globeop Dawn/views.py /^ upload_globeop = BooleanField(label="Upload to globeop?")$/;" kind:variable line:57 +upload_globeop Dawn/views.py /^ upload_globeop = BooleanField(label="Upload to globeop?")$/;" kind:variable line:65 +upload_globeop Dawn/views.py /^ upload_globeop = BooleanField(label="Upload to globeop?")$/;" kind:variable line:72 +username facility_download.py /^username = 'serecapuser'$/;" kind:variable line:7 +username sftp.py /^username="guillaume"$/;" kind:variable line:6 +utils.py Dawn/utils.py 1;" kind:file line:1 +utils.py analytics/utils.py 1;" kind:file line:1 +utils.py markit/utils.py 1;" kind:file line:1 +utils.py pyisda/pyisda/utils.py 1;" kind:file line:1 +uuid intex/load_intex_collateral.py /^import uuid$/;" kind:namespace line:7 +vals parse_gs.py /^ vals = re.sub(" +", " ", line).split(" ")$/;" kind:variable line:43 +valuation_contact1 Dawn/models.py /^ valuation_contact1 = db.Column(db.String)$/;" kind:variable line:21 +valuation_contact2 Dawn/models.py /^ valuation_contact2 = db.Column(db.String)$/;" kind:variable line:23 +valuation_contact3 Dawn/models.py /^ valuation_contact3 = db.Column(db.String)$/;" kind:variable line:25 +valuation_contact4 Dawn/models.py /^ valuation_contact4 = db.Column(db.String)$/;" kind:variable line:27 +valuation_email1 Dawn/models.py /^ valuation_email1 = db.Column(EmailType)$/;" kind:variable line:22 +valuation_email2 Dawn/models.py /^ valuation_email2 = db.Column(EmailType)$/;" kind:variable line:24 +valuation_email3 Dawn/models.py /^ valuation_email3 = db.Column(EmailType)$/;" kind:variable line:26 +valuation_email4 Dawn/models.py /^ valuation_email4 = db.Column(EmailType)$/;" kind:variable line:28 +valuation_reports load_globeop_report.py /^def valuation_reports():$/;" kind:function line:20 +value_date pyisda/example.py /^ value_date = datetime.date(2016, 7, 15) # settle_date$/;" kind:variable line:14 +value_date test_upfront_cds.py /^ value_date = datetime.date(2009, 5, 26)$/;" kind:variable line:61 +var optim_alloc.py /^def var(rho, delta, volF):$/;" kind:function line:18 +vega analytics/option.py /^ def vega(self):$/;" kind:member line:259 +version insert_tranche_quotes_old.py /^ version=1$/;" kind:variable line:25 +version insert_tranche_quotes_old.py /^ version=2$/;" kind:variable line:27 +version pyisda/docs/conf.py /^version = '0.1'$/;" kind:variable line:67 +version pyisda/setup.py /^ version = '0.1',$/;" kind:variable line:18 +views Dawn/__init__.py /^import Dawn.views$/;" kind:namespace line:17 +views risk_insight/__init__.py /^import risk_insight.views$/;" kind:namespace line:3 +views.py Dawn/views.py 1;" kind:file line:1 +views.py risk_insight/views.py 1;" kind:file line:1 +volHY optim_alloc.py /^ volHY = 0.07$/;" kind:variable line:77 +vol_var option_trades.py /^def vol_var(percentile=0.99, index='IG'):$/;" kind:function line:113 +w optimization.py /^ w = np.ones(5)\/5$/;" kind:variable line:101 +weighted_amount Dawn/models.py /^ weighted_amount = db.Column(db.Float)$/;" kind:variable line:168 +windows1252_encoder intex/load_intex_collateral.py /^def windows1252_encoder(fh):$/;" kind:function line:24 +with_connection db.py /^def with_connection(dbname):$/;" kind:function line:45 +with_connection markit/loans.py /^from db import with_connection$/;" kind:namespace line:7 +with_connection markit_red.py /^from db import with_connection$/;" kind:namespace line:6 +with_connection_ db.py /^ def with_connection_(*args, **kwargs):$/;" kind:function line:48 +workdate futures.py /^ workdate = datetime.datetime.strptime(sys.argv[1], "%Y-%m-%d")$/;" kind:variable line:28 +workdate futures.py /^ workdate = datetime.datetime.today()$/;" kind:variable line:30 +workdate intex/__main__.py /^ workdate = str(datetime.date.today())$/;" kind:variable line:12 +workdate intex/__main__.py /^ workdate = sys.argv[1]$/;" kind:variable line:10 +workdate intex/intex_scenarios.py /^ workdate = str(datetime.date.today())$/;" kind:variable line:232 +workdate intex/intex_scenarios.py /^ workdate = sys.argv[1]$/;" kind:variable line:230 +workdate intex/load_indicative.py /^ workdate = str(datetime.date.today())$/;" kind:variable line:183 +workdate intex/load_indicative.py /^ workdate = sys.argv[1]$/;" kind:variable line:181 +workdate markit/__main__.py /^ workdate = args.workdate$/;" kind:variable line:39 +workdate markit/__main__.py /^ workdate = default_date()$/;" kind:variable line:37 +workdate position.py /^ workdate = pd.Timestamp(sys.argv[1])$/;" kind:variable line:149 +workdate position.py /^ workdate = pd.datetime.today()$/;" kind:variable line:151 +wraps analytics/option.py /^from functools import wraps$/;" kind:namespace line:20 +write_buffer process_queue.py /^def write_buffer(buf, queue_name='bond_trades'):$/;" kind:function line:332 +write_todb parse_emails.py /^def write_todb(swaption_stack, index_data):$/;" kind:function line:175 +writer pivot.py /^writer = pd.ExcelWriter('\/home\/serenitas\/edwin\/Subprime_ModelandBacktest_outputonly.xlsx')$/;" kind:variable line:25 +xlrd mailing_list.py /^import xlrd$/;" kind:namespace line:10 +xml markit/rates.py /^import xml.etree.ElementTree as ET$/;" kind:namespace line:8 +xml pyisda/pyisda/utils.py /^import xml.etree.ElementTree as ET$/;" kind:namespace line:15 +xmltotab.py xmltotab.py 1;" kind:file line:1 +yaml calibrate_tranches.py /^import yaml$/;" kind:namespace line:4 +yaml intex/intex_scenarios.py /^import yaml$/;" kind:namespace line:10 +yaml load_cf.py /^import re, datetime, yaml$/;" kind:namespace line:9 +yaml populate_risk_numbers.py /^import yaml, os, csv$/;" kind:namespace line:1 +yaml risk_insight/views.py /^import os, csv, yaml$/;" kind:namespace line:3 +yc ecb_yieldcurve.py /^yc = io.BytesIO(r.content)$/;" kind:variable line:10 +yc pyisda/example.py /^ yc = build_yc(today_date, True)$/;" kind:variable line:12 +yc pyisda/tests/test_pickle.py /^ yc = build_yc(trade_date, ql_curve = True)$/;" kind:variable line:11 +ycunzip ecb_yieldcurve.py /^ycunzip = ZipFile(yc)$/;" kind:variable line:11 +yearfrac dates.py /^def yearfrac(date1, date2, daycount):$/;" kind:function line:37 +yearfrac pnl_explain.py /^from dates import bus_day, imm_dates, yearfrac$/;" kind:namespace line:5 +yield_helpers test_upfront_cds.py /^ yield_helpers = rate_helpers()$/;" kind:variable line:56 +yieldcurve.py yieldcurve.py 1;" kind:file line:1 +zipfile markit/cds.py /^import zipfile$/;" kind:namespace line:6 +zipfile markit/rates.py /^import zipfile$/;" kind:namespace line:9 +zipfile markit_red.py /^import requests, io, zipfile, shutil$/;" kind:namespace line:3 +zipfile pyisda/pyisda/utils.py /^import zipfile$/;" kind:namespace line:13 +zipinfos ecb_yieldcurve.py /^zipinfos = ycunzip.infolist()$/;" kind:variable line:12 |