diff options
| -rw-r--r-- | R/new_index_series.R | 19 |
1 files changed, 9 insertions, 10 deletions
diff --git a/R/new_index_series.R b/R/new_index_series.R index 0dc9ab28..f3416101 100644 --- a/R/new_index_series.R +++ b/R/new_index_series.R @@ -117,14 +117,15 @@ newcurves <- function(indextype, series, basketid){ } markit.mappings <- function(df){ - sqlstr <- "INSERT INTO bbg_markit_mapping VALUES('infinity', $1, $2, $3, $4)" + sqlstr <- "INSERT INTO bbg_markit_mapping VALUES('infinity', $1, $2, $3, $4, $5)" with(df, for(i in 1:nrow(df)){ r <- dbSendQuery(serenitasdb, sqlstr, params=list(company_id[i], markit_ticker[i], - seniority[i], - coupon[i])) + markit_tier[i], + coupon[i], + seniority[i])) if(dbHasCompleted(r)){ dbClearResult(r) } @@ -132,13 +133,11 @@ markit.mappings <- function(df){ } if(interactive()) { - basket.id <- newbasketID('XO', 29, 1, as.Date("2023-06-20"), 100) - df <- newcurves('XO', 29, basket.id) - mappings <- data.frame(company_id = df$company_id, - markit_ticker = c("EUROP", "CCK-CEH", "PUBLIPO", "WINTRE", "ADLEREA", - "ALGEGLO", "BEVCLUX","DUFRONE", "NIDDAH", "PICABON", - "STEIEUR", "VERIMID"), - seniority = rep("SNRFOR", 12), coupon=500) + basket.id <- newbasketID('HY', 32, 1, as.Date("2023-06-20"), 500, "2I65BRRT9") + df <- newcurves('HY', 32, basket.id) + mappings <- data.frame(company_id = df$company_id, seniority = df$seniority, + markit_ticker=c("VISTREN"), + markit_tier=c("SNRFOR"), coupon=500) markit.mappings(mappings) ## then update index_list in markit/import_quotes.py and rerun insert_cds } |