search

yanlesin / SEC13Flist

Returns a data frame with SEC Official List of Section 13F Securities for given Year and Quarter by parsing official list
Creative Commons Zero v1.0 Universal
7 stars 1 forks source link

CUSIP functions return incorrect checksum digit for CINS numbers? #75

Closed yanlesin closed 1 year ago

yanlesin commented 1 year ago

In some cases for CINS numbers or CUSIP with character in the middle, function returns incorrectly that identifier is not valid. Root cause could be that initial CUSIP code was developed with numerical CUSIPs in mind and requires tweaking. Better code could be borrowed from isIsin function, as it handles alpha characters better, but still using the same checksum digit algo

yanlesin commented 1 year ago

small tweak in cpp code was required for correct processing. Now validated CUSIP in whole list and confirm that only PUL and CALLs with invented CUSIP (90 and 95 as issue code) have incorrect checksum digit, which is as expected