diff options
| -rw-r--r-- | R/intex_deal_functions.R | 2 |
1 files changed, 0 insertions, 2 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 0b6bfcbe..c2aea1cb 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -1,7 +1,6 @@ library(RQuantLib)
library(statmod)
library(data.table)
-options(datatable.nomatch=0)
library(doParallel)
library(lossdistrib)
@@ -247,7 +246,6 @@ buildSC <- function(line.item, reinvdate, dealmaturity, global.params, startdate buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, startdate = Sys.Date()) {
collatdata <- data.table(getcollateral(dealname, startdate))
setkey(collatdata, "cusip")
-
## replace the cdo fields by bloomberg data
collatdata[cusipdata,
`:=`(maturity=i.maturity, fixedorfloat=i.fixedorfloat,
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