1 files changed, 0 insertions, 70 deletions
diff --git a/R/build_cds_data.R b/R/build_cds_data.R
deleted file mode 100644
index 3ef4b10e..00000000
--- a/R/build_cds_data.R
+++ /dev/null
@@ -1,70 +0,0 @@
-library(Rbbg)
-library(RPostgreSQL)
-drv <- dbDriver("PostgreSQL")
-dbCon <- dbConnect(drv, dbname="mlpdb", user="mlpdb_user", password="Serenitas1",
-                   host="debian")
-
-bbgConn <- blpConnect(host='192.168.1.108', port='8194')
-ig.indices <- c("19", "21", "22")
-igpattern <- "CDXIG5%s Curncy"
-hy.indices <- c("15", "17", "19", "21", "22")
-hypattern <- "CDXHY5%s Curncy"
-itraxx.indices <- c("19", "20", "21")
-itraxxpattern <- "ITXEB5%s Curncy"
-
-##assign all the member to the variables IGx, HYx and EUx
-for(index in ig.indices){
-    assign(paste0("IG", index), bds(bbgConn, sprintf(igpattern, index), "INDX_MEMBERS"))
-}
-assign("IG9", bds(bbgConn, "IBOXUG09 Curncy", "INDX_MEMBERS"))
-
-for(index in hy.indices){
-    assign(paste0("HY", index), bds(bbgConn, sprintf(hypattern, index), "INDX_MEMBERS"))
-}
-
-for(index in itraxx.indices){
-    assign(paste0("EU", index), bds(bbgConn, sprintf(itraxxpattern, index), "INDX_MEMBERS"))
-}
-assign("EU9", bds(bbgConn, "ITRXEB09 Curncy", "INDX_MEMBERS"))
-
-all.names <- c()
-all.indices <- c(paste0("HY", hy.indices), paste0("IG", ig.indices), paste0("EU", itraxx.indices), "IG9", "EU9")
-for(index in all.indices){
-    all.names <- rbind(all.names, get(index))
-}
-
-tickers <- unique(all.names[,5])
-data <- bdp(bbgConn, paste(tickers, "Corp"), c("cds_company_id", "cds_restructuring_type", "cds_corp_tkr"))
-data <- cbind(tickers, data)
-unique.tickers <- aggregate(data, by=list(data$cds_company_id), FUN=function(x)x[1])$tickers
-cdscurves <- bds(bbgConn, paste(unique.tickers, "Curncy"), "CDS_CURVE_INFO")
-temp1 <- all.names[match(unique.tickers, all.names[,5]),]
-temp2 <- data[match(unique.tickers, data$tickers),]
-curves <- aggregate(cdscurves[,2], by=list(cdscurves$ticker), FUN=function(x)x)
-prep.data <- data.frame(Name=temp1[,1], company_id=temp2[,2], ticker=temp2[,4],
-                   currency=temp1[,3], seniority=temp1[,4], doc_clause=temp2[,3])
-
-sqlstr <- "INSERT INTO CDS_Issuers VALUES('%s', %s, '%s', '%s', '%s', '%s', '%s')"
-with(prep.data,
-     for(i in 1:nrow(prep.data)){
-         stmt <- sprintf(sqlstr, gsub("'","''", Name[i]), company_id[i], ticker[i], currency[i],
-                         seniority[i], doc_clause[i],
-                         paste0("{\"", paste(curves[i,2], collapse="\",\""), "\"}"))
-         dbSendQuery(dbCon, stmt)
-     })
-
-##fill index_list column
-ticker_company <- dbGetQuery(dbCon, "SELECT company_id, unnest(cds_curve) from CDS_Issuers")
-for(index in c(paste0("IG", c(9, 19, 21, 22)),
-               paste0("EU", c(9, 19, 21)),
-               paste0("HY", c(15, 17, 19, 21, 22)))){
-    indexmatch <- ticker_company[match(get(index)[get(index)[,2]>0,5], ticker_company[,2]),]
-    sqlstr <- "UPDATE CDS_Issuers SET index_list=index_list||%s where company_id='%s'"
-    basketid <- nameToBasketID(index)
-    for(j in 1:nrow(indexmatch)){
-        dbSendQuery(dbCon, sprintf(sqlstr, basketid, indexmatch[j,1]))
-    }
-}
-
-##to get default data
-"default_data"