[R-SIG-Finance] Data
Fianu, Emmanuel Senyo
emm@nue|@@enyo @end|ng |rom gm@||@com
Sat Mar 20 06:09:02 CET 2021
Hello Enrico,
here is a reproducible result:
As you could see, I have separated CAP ATM Fwd and SWT 0.5% fwd
Now, I move on to have two separate tables). I would be grateful for any
support.
Currently, I want to remove all: "c(\"" and if necessary have decimals
instead of % symbols.
#my.data$Strike
#1 CAP ATM Fwd: -0.49%
#2 SWT 0.50% fwd: 0.05%
# 3 CAP ATM Fwd: -0.46%
#4 SWT 0.50% fwd: 0.08%
# 5 CAP ATM Fwd: -0.40%
#6 SWT 0.50% fwd: 0.11%
txt0<-strsplit(as.character(df),'CAP ATM Fwd:', "")
#[[1]]
#[1] "c(\"" " -0.49%\", \"SWT 0.50%
fwd: 0.05%\", \""
#[3] " -0.46%\", \"SWT 0.50% fwd: 0.08%\", \"" " -0.40%\", \"SWT 0.50%
fwd: 0.11%\", \""
#[5] " -0.32%\", \"SWT 0.50% fwd: 0.14%\", \"" " -0.23%\", \"SWT 0.50%
fwd: 0.17%\", \""
#[7] " -0.14%\", \"SWT 0.50% fwd: 0.20%\", \"" " -0.05%\", \"SWT 0.50%
fwd: 0.23%\", \""
#[9] " 0.07%\", \"SWT 0.50% fwd: 0.25%\", \"" " 0.15%\", \"SWT 0.50% fwd:
0.27%\", \""
#[11] " 0.22%\", \"SWT 0.50% fwd: 0.28%\", \"" " 0.29%\", \"SWT 0.50%
fwd: 0.28%\", \n\""
#[13] " 0.32%\", \"SWT 0.50% fwd: 0.28%\", \"" " 0.34%\", \"SWT 0.50%
fwd: 0.28%\", \""
#[15] " 0.35%\", \"SWT 0.50% fwd: 0.26%\", \"" " 0.33%\", \"SWT 0.50%
fwd: 0.25%\", \""
#[17] " 0.28%\", \"SWT 0.50% fwd: 0.22%\", \"" " 0.26%\", \"SWT 0.50%
fwd: 0.20%\", \""
#[19] " 0.21%\", \"SWT 0.50% fwd: 0.18%\", \"" " 0.13%\", \""
#[21] " 0.11%\", \"" " 0.08%\")"
txt1<-strsplit(as.character(df),'SWT 0.50% fwd:',"x")
#[[1]]
#[1] "c(\"CAP ATM Fwd: -0.49%\", \""
#[2] " 0.05%\", \"CAP ATM Fwd: -0.46%\", \""
#[3] " 0.08%\", \"CAP ATM Fwd: -0.40%\", \""
#[4] " 0.11%\", \"CAP ATM Fwd: -0.32%\", \""
#[5] " 0.14%\", \"CAP ATM Fwd: -0.23%\", \""
#[6] " 0.17%\", \"CAP ATM Fwd: -0.14%\", \""
#[7] " 0.20%\", \"CAP ATM Fwd: -0.05%\", \""
#[8] " 0.23%\", \"CAP ATM Fwd: 0.07%\", \""
#[9] " 0.25%\", \"CAP ATM Fwd: 0.15%\", \""
#[10] " 0.27%\", \"CAP ATM Fwd: 0.22%\", \""
#[11] " 0.28%\", \"CAP ATM Fwd: 0.29%\", \""
#[12] " 0.28%\", \n\"CAP ATM Fwd: 0.32%\", \""
#[13] " 0.28%\", \"CAP ATM Fwd: 0.34%\", \""
#[14] " 0.28%\", \"CAP ATM Fwd: 0.35%\", \""
#[15] " 0.26%\", \"CAP ATM Fwd: 0.33%\", \""
#[16] " 0.25%\", \"CAP ATM Fwd: 0.28%\", \""
#[17] " 0.22%\", \"CAP ATM Fwd: 0.26%\", \""
#[18] " 0.20%\", \"CAP ATM Fwd: 0.21%\", \""
#[19] " 0.18%\", \"CAP ATM Fwd: 0.13%\", \"CAP ATM Fwd: 0.11%\", \"CAP ATM
Fwd: 0.08%\")"
#df <- as.data.frame(my.data$Strike)
#head(df)
#my.data$Strike
#1 CAP ATM Fwd: -0.49%
#2 SWT 0.50% fwd: 0.05%
# 3 CAP ATM Fwd: -0.46%
#4 SWT 0.50% fwd: 0.08%
# 5 CAP ATM Fwd: -0.40%
#6 SWT 0.50% fwd: 0.11%
txt0<-strsplit(as.character(df),'CAP ATM Fwd:', "")
#[[1]]
#[1] "c(\"" " -0.49%\", \"SWT 0.50%
fwd: 0.05%\", \""
#[3] " -0.46%\", \"SWT 0.50% fwd: 0.08%\", \"" " -0.40%\", \"SWT 0.50%
fwd: 0.11%\", \""
#[5] " -0.32%\", \"SWT 0.50% fwd: 0.14%\", \"" " -0.23%\", \"SWT 0.50%
fwd: 0.17%\", \""
#[7] " -0.14%\", \"SWT 0.50% fwd: 0.20%\", \"" " -0.05%\", \"SWT 0.50%
fwd: 0.23%\", \""
#[9] " 0.07%\", \"SWT 0.50% fwd: 0.25%\", \"" " 0.15%\", \"SWT 0.50% fwd:
0.27%\", \""
#[11] " 0.22%\", \"SWT 0.50% fwd: 0.28%\", \"" " 0.29%\", \"SWT 0.50%
fwd: 0.28%\", \n\""
#[13] " 0.32%\", \"SWT 0.50% fwd: 0.28%\", \"" " 0.34%\", \"SWT 0.50%
fwd: 0.28%\", \""
#[15] " 0.35%\", \"SWT 0.50% fwd: 0.26%\", \"" " 0.33%\", \"SWT 0.50%
fwd: 0.25%\", \""
#[17] " 0.28%\", \"SWT 0.50% fwd: 0.22%\", \"" " 0.26%\", \"SWT 0.50%
fwd: 0.20%\", \""
#[19] " 0.21%\", \"SWT 0.50% fwd: 0.18%\", \"" " 0.13%\", \""
#[21] " 0.11%\", \"" " 0.08%\")"
txt1<-strsplit(as.character(df),'SWT 0.50% fwd:',"x")
#[[1]]
#[1] "c(\"CAP ATM Fwd: -0.49%\", \""
#[2] " 0.05%\", \"CAP ATM Fwd: -0.46%\", \""
#[3] " 0.08%\", \"CAP ATM Fwd: -0.40%\", \""
#[4] " 0.11%\", \"CAP ATM Fwd: -0.32%\", \""
#[5] " 0.14%\", \"CAP ATM Fwd: -0.23%\", \""
#[6] " 0.17%\", \"CAP ATM Fwd: -0.14%\", \""
#[7] " 0.20%\", \"CAP ATM Fwd: -0.05%\", \""
#[8] " 0.23%\", \"CAP ATM Fwd: 0.07%\", \""
#[9] " 0.25%\", \"CAP ATM Fwd: 0.15%\", \""
#[10] " 0.27%\", \"CAP ATM Fwd: 0.22%\", \""
#[11] " 0.28%\", \"CAP ATM Fwd: 0.29%\", \""
#[12] " 0.28%\", \n\"CAP ATM Fwd: 0.32%\", \""
#[13] " 0.28%\", \"CAP ATM Fwd: 0.34%\", \""
#[14] " 0.28%\", \"CAP ATM Fwd: 0.35%\", \""
#[15] " 0.26%\", \"CAP ATM Fwd: 0.33%\", \""
#[16] " 0.25%\", \"CAP ATM Fwd: 0.28%\", \""
#[17] " 0.22%\", \"CAP ATM Fwd: 0.26%\", \""
#[18] " 0.20%\", \"CAP ATM Fwd: 0.21%\", \""
#[19] " 0.18%\", \"CAP ATM Fwd: 0.13%\", \"CAP ATM Fwd: 0.11%\", \"CAP ATM
Fwd: 0.08%\")"
Many thanks,
Emm
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On Fri, Mar 19, 2021 at 9:07 PM Enrico Schumann <es using enricoschumann.net>
wrote:
> On Fri, 19 Mar 2021, Fianu, Emmanuel Senyo writes:
>
> > Hello Enrico,
> >
> > thanks for the feedback: this is what I have:
> > As you can see we have to things here:
> >
> > "CAP ATM Fwd" and SWT 0.50% fwd
> >
> > strsplit(as.character(df),':', '')# separate the column entry into
> > multiples specified but not organized into tables.
> > [[1]]
> > [1] "c(\"CAP ATM Fwd" " -0.49%\", \"SWT 0.50% fwd" " 0.05%\",
> > \"CAP ATM Fwd" " -0.46%\", \"SWT 0.50% fwd"
> > [5] " 0.08%\", \"CAP ATM Fwd" " -0.40%\", \"SWT 0.50% fwd" " 0.11%\",
> > \"CAP ATM Fwd" " -0.32%\", \"SWT 0.50% fwd"
> > [9] " 0.14%\", \"CAP ATM Fwd" " -0.23%\", \"SWT 0.50% fwd" " 0.17%\",
> > \"CAP ATM Fwd" " -0.14%\", \"SWT 0.50% fwd"
> > [13] " 0.20%\", \"CAP ATM Fwd" " -0.05%\", \"SWT 0.50% fwd" " 0.23%\",
> > \"CAP ATM Fwd" " 0.07%\", \"SWT 0.50% fwd"
> > [17] " 0.25%\", \"CAP ATM Fwd" " 0.15%\", \"SWT 0.50% fwd" " 0.27%\",
> > \"CAP ATM Fwd" " 0.22%\", \"SWT 0.50% fwd"
> >
> > Many thanks
> > Emmanuel
> >
>
> (I put R-SIG-Finance into Cc. again.)
>
>
> As I said, please provide a reproducible example: use
> ?dput to provide example data, and also describe what
> you want to achieve. Perhaps this helps:
>
> txt <- c("CAP ATM Fwd: -0.49%", "CAP ATM Fwd: -0.49%")
> spl <- strsplit(txt, ":", fixed = TRUE)
> ## [[1]]
> ## [1] "CAP ATM Fwd" " -0.49%"
> ##
> ## [[2]]
> ## [1] "CAP ATM Fwd" " -0.49%"
>
> sapply(spl, `[[`, 1) ## column 1
> ## [1] "CAP ATM Fwd" "CAP ATM Fwd"
>
> sapply(spl, `[[`, 2) ## column 2
> ## [1] " -0.49%" " -0.49%"
>
> Now you can remove the '%' and call 'as.numeric' and so on....
>
> [...]
>
> > On Fri, Mar 19, 2021 at 9:59 AM Enrico Schumann <es using enricoschumann.net>
> > wrote:
> >
> >> On Fri, 19 Mar 2021, Fianu, Emmanuel Senyo writes:
> >>
> >> > Dear All,
> >> >
> >> > Please, I am working on raw financial data and would like to have the
> >> data
> >> > cleaned. I am working on it a bit further and will be very grateful
> for
> >> any
> >> > idea or support. Below are my codes and results.
> >> > I would like to have the numbers after the semi-columns separate.
> >> >
> >> >
> >> > Strike<-unlist(c(my.data$Strike))
> >> > #
> >> > #
> >> > Strike <- sapply(Strike[], trimws) # löscht überflüssige
> Leerzeichen
> >> > Strike <- Strike[-1] # löscht die erste Zeile
> >> >
> >> > CAP ATM Fwd: -0.49% SWT 0.50% fwd: 0.05%
> >> > "CAP ATM Fwd: -0.49%" "SWT 0.50% fwd:
> 0.05%"
> >> > CAP ATM Fwd: -0.46% SWT 0.50% fwd: 0.08%
> >> > "CAP ATM Fwd: -0.46%" "SWT 0.50% fwd:
> 0.08%"
> >> > CAP ATM Fwd: -0.40% SWT 0.50% fwd: 0.11%
> >> > "CAP ATM Fwd: -0.40%" "SWT 0.50% fwd:
> 0.11%"
> >> > CAP ATM Fwd: -0.32% SWT 0.50% fwd: 0.14%
> >> > "CAP ATM Fwd: -0.32%" "SWT 0.50% fwd:
> 0.14%"
> >> > CAP ATM Fwd: -0.23% SWT 0.50% fwd: 0.17%
> >> > "CAP ATM Fwd: -0.23%" "SWT 0.50% fwd:
> 0.17%"
> >> > CAP ATM Fwd: -0.14% SWT 0.50% fwd: 0.20%
> >> > "CAP ATM Fwd: -0.14%" "SWT 0.50% fwd:
> 0.20%"
> >> > CAP ATM Fwd: -0.05% SWT 0.50% fwd: 0.23%
> >> > "CAP ATM Fwd: -0.05%" "SWT 0.50% fwd:
> 0.23%"
> >> > CAP ATM Fwd: 0.07% SWT 0.50% fwd: 0.25%
> >> > "CAP ATM Fwd: 0.07%" "SWT 0.50% fwd:
> 0.25%"
> >> >
> >> > Many thanks
> >> > Emmanuel
> >> >
> >>
> >> Please provide a reproducible example, so that people can help you.
> >>
> >> (It's not what you have written, but did you mean "the
> >> numbers after the colons"? Then perhaps look at
> >> ?strsplit :
> >>
> >> strsplit("CAP ATM Fwd: -0.49%", split = ":", fixed = TRUE)
> >> ## [[1]]
> >> ## [1] "CAP ATM Fwd" " -0.49%"
> >>
> >> sapply(strsplit("CAP ATM Fwd: -0.49%", ":", fixed = TRUE), `[[`, 2L)
> >> ## [1] " -0.49%"
> >>
> >> )
>
> --
> Enrico Schumann
> Lucerne, Switzerland
> http://enricoschumann.net
>
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