diff options
| -rw-r--r-- | R/intex_deal_functions.R | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 824e0710..256484e0 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -252,10 +252,10 @@ buildSC.portfolio <- function(dealname, dealdata, tranchedata, global.params, st collatdata <- data.table(getcollateral(dealname, startdate)) setkey(collatdata, "figi") ## replace the cdo fields by bloomberg data - collatdata[tranchedata, - `:=`(maturity=i.maturity, fixedorfloat=i.fixedorfloat, - spread=i.spread, grosscoupon=i.grosscoupon, orig_moody=i.orig_moody, iscdo=TRUE), - allow.cartesian=TRUE] + ## collatdata[tranchedata, + ## `:=`(maturity=i.maturity, fixedorfloat=i.fixedorfloat, + ## spread=i.spread, grosscoupon=i.grosscoupon, orig_moody=i.orig_moody, iscdo=TRUE), + ## allow.cartesian=TRUE] portfolio <- foreach(line.item = iter(collatdata, by='row')) %:% { when( !is.na(line.item$maturity) && !is.na(line.item$currentbalance) && line.item$currentbalance > 1 && |