diff options
| -rw-r--r-- | R/build_SC.R | 31 |
1 files changed, 0 insertions, 31 deletions
diff --git a/R/build_SC.R b/R/build_SC.R index e00aee72..cfe67701 100644 --- a/R/build_SC.R +++ b/R/build_SC.R @@ -192,34 +192,3 @@ for(deal.name in dealnames){ save(scenariosd, scenariosr, file=file.path(save.dir, paste0(deal.name, ".RData")))
cat("generated scenarios for:", deal.name, "\n")
}
-
-
-generate_portfolio_helper <- function(cusips){
- dealnames <- dealnamefromcusip(cusips)
- cusips <- cusips[!is.na(dealnames)]
- dealnames <- dealnames[!is.na(dealnames)]
- uniqdealnames <- unique(dealnames)
- r <- c()
- s <- c()
- for(dealname in uniqdealnames){
- sqlstring <- sprintf(paste0("SELECT \"Reinv End Date\" FROM latest_clo_universe",
- " WHERE dealname='%s'"), dealname)
- data <- dbGetQuery(dbCon, sqlstring)
- if(!is.na(data$"Reinv End Date")){
- r <- c(r, paste(toupper(dealname), "COLLAT_INITIAL", sep=","))
- r <- c(r, paste(toupper(dealname), "COLLAT_REINVEST", sep=","))
- s <- c(s, rep(paste0(dealname, ".sss"), 2))
- }else{
- r <- c(r, paste(toupper(dealname), "COLLAT", sep=","))
- s <- c(s, rep(paste0(dealname, ".sss"), 1))
- }
- }
-
- for(i in 1:length(cusips)){
- r <- c(r, cusips[i])
- s <- c(s, paste0(dealnames[i], ".sss"))
- }
- result <- data.frame(r,s)
- write.table(result, file="clipboard", sep="\t", quote=F,
- row.names=F, col.names=F)
-}
|