diff options
| -rw-r--r-- | R/mlpdb.R | 2 |
1 files changed, 1 insertions, 1 deletions
@@ -15,7 +15,7 @@ load.index <- function(name, date=Sys.Date(), tenor="5yr", Z, w, N){ r <- as.list(dbGetQuery(mlpdbCon, sprintf(sqlstr, id, tenor))) if(any(c(missing(Z), missing(w), missing(N)))){ return( list(tenor=tenor, factor=r$indexfactor/100, maturity=r$maturity, - loss=r$cumulativeloss/100, recovery=0.4)) + loss=r$cumulativeloss/100, recovery=0.4, name=name)) }else{ return( list(tenor=tenor, factor=r$indexfactor/100, maturity=r$maturity, loss=r$cumulativeloss/100, recovery=0.4, name=name, Z=Z, w=w, N=N)) |