diff options
Diffstat (limited to 'R/build_portfolios.R')
| -rw-r--r-- | R/build_portfolios.R | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index ef32bf1e..31c34000 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -68,9 +68,12 @@ cusipdata <- cusip.data() currdealnames <- dbGetQuery(dbCon, "select updatedate, dealname from latest_deal_model_numbers")
## build portfolio data
for(deal.name in dealnames){
+ if(is.na(deal.name)){
+ next
+ }
deal.data <- getdealdata(deal.name, calibration.date)
if(deal.data$"Curr Collat Bal" < 1 ||is.na(deal.data$maturity)||deal.data$maturity <= today()+90){
- return()
+ next
}
deal.portfolio <- buildSC.portfolio(deal.name, deal.data, cusipdata, global.params, workdate)
A <- SPmatrix2(deal.portfolio$SC, deal.data, freq="3 months")
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