diff options
| -rw-r--r-- | R/thetas-durations.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index 9c93e0a7..d5f150f5 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -27,8 +27,8 @@ get.indexquotes <- function(index, series, tenors=c("3yr", "5yr", "7yr"), onlymi } query1 <- paste(query1, "order by date, tenor") query2 <- sprintf("select unnest(%s::tenor[])",sqlQuote(sqlArray(tenors))) - stmt <- paste0("SELECT * from crosstab($1, $2) AS ct(date date, ", arraystring2, ")") arraystring2 <- paste(lapply(tenors, function(s)sprintf("\"%s\" float", s)), collapse=",") + stmt <- paste0("SELECT * from crosstab($1, $2) AS ct(date date, ", arraystring2, ")") df <- dbGetQuery(serenitasdb, stmt, params=list(query1, query2)) return( df ) } |