diff options
| -rw-r--r-- | R/mlpdb.R | 4 |
1 files changed, 2 insertions, 2 deletions
@@ -9,12 +9,12 @@ nameToBasketID <- function(name, date=Sys.Date()){ return(as.integer(r)) } -load.index <- function(name, date=Sys.Date(), tenor="5yr"){ +load.index <- function(name, date=Sys.Date(), tenor="5yr", Z=Z, w=w, N=Ngrid){ id <- nameToBasketID(name, date) sqlstr <- "SELECT indexfactor, cumulativeloss, maturity from index_desc where basketid=%s and tenor='%s'" r <- as.list(dbGetQuery(mlpdbCon, sprintf(sqlstr, id, tenor))) return(list(tenor=tenor, factor=r$indexfactor/100, maturity=r$maturity, - loss=r$cumulativeloss/100, recovery=0.4, name=name)) + loss=r$cumulativeloss/100, recovery=0.4, name=name, Z=Z, w=w, N=N)) } cdslist <- function(indexname, date=Sys.Date()){ |