diff options
Diffstat (limited to 'R/build_SC.R')
| -rw-r--r-- | R/build_SC.R | 14 |
1 files changed, 11 insertions, 3 deletions
diff --git a/R/build_SC.R b/R/build_SC.R index 631325aa..b763f3a0 100644 --- a/R/build_SC.R +++ b/R/build_SC.R @@ -200,9 +200,17 @@ generate_portfolio_helper <- function(cusips){ r <- c()
s <- c()
for(dealname in uniqdealnames){
- r <- c(r, paste(toupper(dealname), "COLLAT_INITIAL", sep=","))
- r <- c(r, paste(toupper(dealname), "COLLAT_REINVEST", sep=","))
- s <- c(s, rep(paste0(dealname, ".sss"), 2))
+ sqlstring <- sprintf(paste0("SELECT \"Reinv End Date\" FROM latest_clo_universe",
+ " WHERE dealname='%s'"), dealname)
+ data <- dbGetQuery(dbCon, sqlstring)
+ if(!is.na(data$"Reinv End Date")){
+ r <- c(r, paste(toupper(dealname), "COLLAT_INITIAL", sep=","))
+ r <- c(r, paste(toupper(dealname), "COLLAT_REINVEST", sep=","))
+ s <- c(s, rep(paste0(dealname, ".sss"), 2))
+ }else{
+ r <- c(r, paste(toupper(dealname), "COLLAT", sep=","))
+ s <- c(s, rep(paste0(dealname, ".sss"), 1))
+ }
}
for(i in 1:length(cusips)){
|