diff options
| -rw-r--r-- | R/serenitasdb.R | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/R/serenitasdb.R b/R/serenitasdb.R index 51230d9d..8282e14e 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -30,8 +30,11 @@ set.index.desc <- function(index, date=Sys.Date()){ if(id %in% c(447L, 449L, 453L)) { #NSINO didn't trigger for XO22 in tranches r$indexfactor <- r$indexfactor + 1 + 1/3 } + for(key in c("tradedate", "factor", "loss", "maturity")) { + index[[key]] <- NULL + } return(c(index, - list(tradedate = date, factor=r$indexfactor/100, + list(tradedate=date, factor=r$indexfactor/100, loss=r$cumulativeloss/100, maturity=r$maturity))) } |