diff options
| -rw-r--r-- | R/cusip_numbers.R | 26 |
1 files changed, 26 insertions, 0 deletions
diff --git a/R/cusip_numbers.R b/R/cusip_numbers.R new file mode 100644 index 00000000..a65795a4 --- /dev/null +++ b/R/cusip_numbers.R @@ -0,0 +1,26 @@ +root.dir <- "//WDSENTINEL/share/CorpCDOs"
+source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
+source(file.path(root.dir, "code", "R", "index_definitions.R"))
+source(file.path(root.dir, "code", "R", "etdb.R"))
+
+getdealdata <- function(dealnames){
+ sqlstring <- sprintf("select * from latest_clo_universe where dealname in ('%s')",
+ paste(dealnames, collapse="','"))
+ return( dbGetQuery(dbCon, sqlstring) )
+}
+
+workdate <- "2013-01-16"
+
+dealnames <- listdealnames()
+files <- list.files(path=file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_")), pattern="*.RData")
+
+for(file in files){
+ load(file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_"), file))
+ sqlstring <- sprintf(paste0("UPDATE et_dealname_model_numbers SET spread = %s, cdopercentage = %s,",
+ "stale= %s WHERE dealname= '%s'"),
+ deal.spread,
+ deal.portfolio$cdopercentage,
+ deal.portfolio$stale,
+ strsplit(file, "\\.")[[1]][1])
+ dbGetQuery(dbCon, sqlstring)
+}
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