diff options
| -rw-r--r-- | R/load_cf.R | 20 |
1 files changed, 10 insertions, 10 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index 3c7146eb..5ae87f2e 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -78,12 +78,12 @@ getdealcf <- function(dealnames, zipfiles, tradedate=Sys.Date()){ fields <- c("Cashflow", "Principal", "Interest") n.scenarios <- 100 indextodealnames <- invert(dealnames) - for(k in keys(indextodealnames)){ + for(k in keys(indextodealnames)) { zip <- zipfiles[as.numeric(k)] tmp <- tempfile(tmpdir="/tmp") file.copy(zip, tmp) zip <- tmp - for(dealname in indextodealnames[[k]]){ + for(dealname in indextodealnames[[k]]) { loginfo(paste("processing", dealname)) dealdata <- getdealdata(dealname, tradedate) alldates <- getdealschedule(dealdata, "Monthly") @@ -115,7 +115,7 @@ getdealcf <- function(dealnames, zipfiles, tradedate=Sys.Date()){ for(tranche in tranches){ r <- matrix(0, n.scenarios, 3) colnames(r) <- fields - for(i in 1:n.scenarios){ + for(i in 1:n.scenarios) { filename <- paste0(paste(toupper(dealname), tranche, "CF", paste0("Scen", i), sep="-"), ".txt") conn <- unz(zip, filename) @@ -148,7 +148,7 @@ getdealcf <- function(dealnames, zipfiles, tradedate=Sys.Date()){ sum(Principal*Discounts), sum(Interest*Discounts))]) } - if(flag){ + if(flag) { cfdata[[dealname]][[tranche]] <- r } } @@ -256,12 +256,12 @@ getcusipcf <- function(params, cfdata, dist, tradedate=Sys.Date()){ wal=sum(-diff(Balance)*T[-1])/indicdata$curr_balance, duration=if(temp==0) 0 else sum(Cashflow * Discounts * T)/temp)]) } - if(indicdata$curr_balance==0){ - cusip.pv <- r[,"Cashflow"]/indicdata$orig_balance - }else{ - cusip.pv <- r[,"Cashflow"]/indicdata$curr_balance - } - if(flag){ + cusip.pv <- if(indicdata$curr_balance == 0) { + r[,"Cashflow"] / indicdata$orig_balance + } else { + r[,"Cashflow"] / indicdata$curr_balance + } + if(flag) { cusipdata[[cusip]] <- list(currbal=indicdata$curr_balance, spread=indicdata$spread, Cashflow=crossprod(cfdata[[dealname]]$weight, r[,"Cashflow"]), |