1 files changed, 40 insertions, 10 deletions
diff --git a/R/creditIndex.R b/R/creditIndex.R
index 9748d6e4..b1f15a42 100644
--- a/R/creditIndex.R
+++ b/R/creditIndex.R
@@ -35,21 +35,19 @@ print.creditIndex <- function(index){
         cat("losstodate:", index$loss, "\n\n")
     }
     if("quotes" %in% names(index)){
-        cat("Index ref:", index$quotes$price*100, "\n")
+        cat("Index ref:", index$quotes$ref, "\n")
         cat("Index basis:", index$basis, "\n\n")
     }
-    row <- paste(index$K.orig[-length(index$K.orig)]*100, index$K.orig[-1]*100, sep="-")
 
     ##mapping to some prettier names
-    colnames.toprint <- c("tranche.upf", "tranche.running", "thetas", "deltas",
-                          "forward.deltas", "gammas", "rho", "corr01")
-    short.names <- c("upfront", "running", "theta", "delta", "fw.delta","gamma", "rho", "corr01")
-    names(short.names) <- colnames.toprint
-    colnames.available <- names(index)[names(index) %in% colnames.toprint]
+    colnames.toprint <- c("upfront", "running", "mkt.delta", "delta",
+                          "gamma", "theta", "corr01")
+    available.colnames <- colnames.toprint[colnames.toprint %in% names(index$tranches)]
+    df <- index$tranches[available.colnames]
     ##FIXME: need to check if it's bottom-up or top-down
-    index$rho <- index$rho[-1]
-    df <- data.frame(index[colnames.available], row.names=row)
-    names(df) <- short.names[colnames.available]
+    if(!is.null(index$rho)){
+        df <- cbind(df, data.frame(rho=index$rho[-1]))
+    }
     print(df, digits=4)
 }
 
@@ -59,3 +57,35 @@ load.index <- function(name, tenor, date){
                    paste0(paste(name, tenor, date, sep="_"),".RData")))
     return(index)
 }
+
+csvheaders <- function(index){
+    if(class(index)!="creditIndex"){
+        stop("argument needs to be of class creditIndex")
+    }
+    tranche.names <- row.names(index$tranches)
+    headers <- c("date", "indexprice", "indexref", "indexBasis", "indexEL", "indexTheta",
+                 paste(tranche.names, "Upfront"),
+                 paste(tranche.names, "Dealer Delta"),
+                 paste(tranche.names, "Model Delta"),
+                 paste(tranche.names, "Forward Deltas"),
+                 paste(tranche.names, "Gamma"),
+                 paste(tranche.names, "Theta"),
+                 paste(index$K.orig[-1]*100, "Corr"),
+                 paste(tranche.names, "Corr01"),
+                 paste(tranche.names, "Dur"),
+                 paste(tranche.names, "EL"))
+    return(paste(headers, collapse=","))
+}
+
+tocsv <- function(index){
+    ##write a one line csv representation of the index object
+    if(class(index)!="creditIndex"){
+        stop("argument needs to be of class creditIndex")
+    }
+    row <- c(as.character(index$tradedate), index$quotes$price, index$quotes$ref, index$basis,
+             index$EL, index$theta,
+             unlist(index$tranches[c("upfront", "mkt.delta", "delta", "fw.delta","gamma",
+                                     "theta")]), index$rho[-1],
+             unlist(index$tranches[c("corr01", "duration", "EL")]))
+    return(paste(row, collapse=","))
+}