diff options
Diffstat (limited to 'R/build_portfolios.R')
| -rw-r--r-- | R/build_portfolios.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index 0c554c42..1081688c 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -18,7 +18,6 @@ source(file.path(code.dir, "code", "R", "yieldcurve.R")) source(file.path(code.dir, "code", "R", "serenitasdb.R"))
source(file.path(code.dir, "code", "R", "creditIndex.R"))
-
if(length(args) >=2){
argslist <- strsplit(args[-1], ",")
dealnames <- unlist(lapply(argslist, function(x)x[1]))
@@ -56,7 +55,8 @@ for(i in seq_along(dealnames)){ if(is.na(deal.data$reinv_end_date)){
global.params$reinvflag <- FALSE
}
- if(deal.data$"Curr Collat Bal" < 1 ||is.na(deal.data$maturity)||deal.data$maturity <= Sys.Date()+90){
+ if(deal.data$"Curr Collat Bal" < 1 ||is.na(deal.data$maturity)||
+ deal.data$maturity <= Sys.Date()+90){
next
}
deal.portfolio <- buildSC.portfolio(deal.name, deal.data, cusipdata, global.params, workdate)
|