diff options
| -rw-r--r-- | R/thetas-curve.R | 6 |
1 files changed, 2 insertions, 4 deletions
diff --git a/R/thetas-curve.R b/R/thetas-curve.R index 7597925b..dc912f9e 100644 --- a/R/thetas-curve.R +++ b/R/thetas-curve.R @@ -8,11 +8,9 @@ source("calibration.R") source("serenitasdb.R") source("creditIndex.R") -data.src <- src_postgres("serenitasdb", "debian", 5432, "serenitas_user") - index.closeprice <- function(index=c("IG", "HY", "EU", "XO"), series) { index <- match.arg(index) - index.quotes <- tbl(data.src, "index_quotes") + index.quotes <- tbl(serenitasdb, "index_quotes") df <- index.quotes %>% filter_(lazyeval::interp(~series == s, s=series)) %>% filter_(interp(~index == i, i=index)) %>% arrange(date) @@ -25,7 +23,7 @@ index.closeprice <- function(index=c("IG", "HY", "EU", "XO"), series) { get.maturities <- function(index=c("IG", "HY", "EU", "XO"), series) { index <- match.arg(index) - df <- tbl(data.src, "index_maturity") + df <- tbl(serenitasdb, "index_maturity") df <- df %>% filter_(lazyeval::interp(~series == s, s=series)) %>% filter_(interp(~index == i, i=index)) %>% select(tenor, maturity, coupon) %>% |