notbanker

import math
import func

# These coincide with the choices hardwired into the spreadsheet provided to ISDA, so don't change them
ISDA_PERMITTED_CHARS = '0123456789ABCDEFGHIJKLMNOPQRSTUVWXYZ'  # Don't change!
ISDA_PRIME = 59575553


def _avoidReserved( s ):
    """ Avoid clash with reserved namespace used by CFTC """

notbanker

ISDA_PERMITTED_CHARS = '0123456789ABCDEFGHIJKLMNOPQRSTUVWXYZ'
ISDA_PRIME = 59575553

def leiHash( lei, permittedChars = ISDA_PERMITTED_CHARS ):
    """ Shorten 20 character alpha-numeric Legal Entity Identifier into 10 character alpha-numeric "short LEI" that 
        can be used as a Unique Trade Identifier (UTI) prefix. The algorithm is simply the modulo operation lifted from
        integers to the space of alpha-numeric case-insensitive strings. 

         Argument
         --------

notbanker

object Compositional {

  type FunctionOfList[T1] = List[T1] => Option[Double]
  def convertFunctionOfListToFunctionInf[T1](f: FunctionOfList[T1], support: Set[Integer]): (Stream[T1] => Option[Double]) = {
    (xs: Stream[T1]) =>
      {
        val variablesThatMatter = support.toList.map(i => xs(i))
        val fx = f(variablesThatMatter)
        fx