diff options
| -rw-r--r-- | R/serenitasdb.R | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/R/serenitasdb.R b/R/serenitasdb.R index b79233f7..4fbe4fd6 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -149,6 +149,7 @@ get.skews <- function(indexname, tenor){ stmt <- "select date, skew from risk_numbers where index=$1 and series=$2 and tenor=$3 order by date" arr <- with(indexsplit(indexname), dbGetQuery(serenitasdb, stmt, params=list(indextype, series, tenor))) - arr <- arr.convert(arr$skew) - return ( arr[,-ncol(arr)] ) + dates <- arr$date + skews <- data.frame(dates, arr.convert(arr$skew)) + return ( skews[,-ncol(skews)] ) } |