diff options
| -rw-r--r-- | R/intex_deal_functions.R | 8 | ||||
| -rw-r--r-- | R/load_bloomberg_data.R | 2 |
2 files changed, 3 insertions, 7 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index f6fa2c2c..8e7d0b43 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -46,13 +46,11 @@ listdealnames <- function(){ return( dbGetQuery(dbCon, sqlstring))
}
-cusip.data <- function(date){
- if(missing(date)){
- sqlstring <- "SELECT a.cusip, b.maturity, a.coupon AS grosscoupon, a.spread,
+cusip.data <- function(){
+ ## TODO: make it date dependent
+ sqlstring <- "SELECT a.cusip, b.maturity, a.coupon AS grosscoupon, a.spread,
CASE WHEN a.floater_index like 'LIBOR%' THEN 'FLOAT' ELSE 'FIXED' END
AS fixedorfloat, a.orig_moody from cusip_universe a LEFT JOIN latest_clo_universe b ON a.dealname = b.dealname"
- }else{
- }
data <- dbGetQuery(dbCon, sqlstring)
return( data )
}
diff --git a/R/load_bloomberg_data.R b/R/load_bloomberg_data.R index fc7f9af2..0b38c74a 100644 --- a/R/load_bloomberg_data.R +++ b/R/load_bloomberg_data.R @@ -11,8 +11,6 @@ fields.corp <- c("PX_LAST","LAST_UPDATE_DT","ISSUER","MATURITY","CPN","CPN_TYP", "LN_COVENANT_LITE","SECOND_LIEN_INDICATOR","DEFAULTED", "PRICING_SOURCE")
fields.mtge <- c("LAST_UPDATE_DT", "ISSUER","MATURITY","CPN","CPN_TYP","CPN_FREQ","FLT_SPREAD","RTG_MOODY","RTG_MDY_INITIAL")
-
-
secCorp <- paste(corpcusips, "Corp")
dataCorp <- bdp(bbgCon, secCorp, fields.corp)
corpcusips <- substr(rownames(dataCorp[which(!is.na(dataCorp$ISSUER)),]),1,9)
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