diff options
| -rw-r--r-- | R/serenitasdb.R | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/R/serenitasdb.R b/R/serenitasdb.R index 0092c498..51230d9d 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -27,6 +27,9 @@ set.index.desc <- function(index, date=Sys.Date()){ sqlstr <- paste("SELECT indexfactor, cumulativeloss, maturity from index_desc", "WHERE tenor=$1 and basketid=$2") r <- as.list(dbGetQuery(serenitasdb, sqlstr, params=list(index$tenor, id))) + if(id %in% c(447L, 449L, 453L)) { #NSINO didn't trigger for XO22 in tranches + r$indexfactor <- r$indexfactor + 1 + 1/3 + } return(c(index, list(tradedate = date, factor=r$indexfactor/100, loss=r$cumulativeloss/100, maturity=r$maturity))) |