diff options
| -rw-r--r-- | R/intex_deal_functions.R | 5 | ||||
| -rw-r--r-- | R/serenitasdb.R | 1 |
2 files changed, 0 insertions, 6 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 8c90313e..3e58cdc6 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -30,9 +30,6 @@ getdealdata <- function(dealname, workdate){ }else{
dealdata$mv <- mv
}
- dealdata$maturity <- as.Date(dealdata$maturity)
- dealdata$first_pay_date <- as.Date(dealdata$first_pay_date)
- dealdata$reinv_end_date <- as.Date(dealdata$reinv_end_date)
return(dealdata)
}
@@ -254,8 +251,6 @@ buildSC <- function(line.item, reinvdate, dealmaturity, global.params, startdate buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, startdate = Sys.Date()) {
collatdata <- data.table(getcollateral(dealname, startdate))
setkey(collatdata, "cusip")
- collatdata$nextpaydate <- as.Date(collatdata$nextpaydate)
- collatdata$maturity <- as.Date(collatdata$maturity)
## replace the cdo fields by bloomberg data
collatdata[cusipdata,
`:=`(maturity=i.maturity, fixedorfloat=i.fixedorfloat,
diff --git a/R/serenitasdb.R b/R/serenitasdb.R index f68fb41c..65373a23 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -29,7 +29,6 @@ set.index.desc <- function(index, date=Sys.Date()){ sqlstr <- paste("SELECT indexfactor, cumulativeloss, maturity from index_desc", "WHERE tenor=$1 and basketid=$2") r <- as.list(dbGetQuery(serenitasdb, sqlstr, params=list(index$tenor, id))) - r$maturity <- as.Date(r$maturity) return(c(index, list(tradedate = date, factor=r$indexfactor/100, loss=r$cumulativeloss/100, maturity=r$maturity))) |