diff options
| -rw-r--r-- | R/intex_deal_functions.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index c2aea1cb..f340edeb 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -249,7 +249,8 @@ buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, star ## replace the cdo fields by bloomberg data
collatdata[cusipdata,
`:=`(maturity=i.maturity, fixedorfloat=i.fixedorfloat,
- spread=i.spread, grosscoupon=i.grosscoupon, orig_moody=i.orig_moody, iscdo=TRUE)]
+ 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$maturity) && line.item$currentbalance > 1
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