1 files changed, 21 insertions, 25 deletions
diff --git a/R/creditIndex.R b/R/creditIndex.R
index 7d8859a3..a2421869 100644
--- a/R/creditIndex.R
+++ b/R/creditIndex.R
@@ -99,29 +99,25 @@ tocsv <- function(index){
     return(paste(row, collapse=","))
 }
 
-tosql <- function(index){
-    ## write sql representation of the index object
-    params <- list(index$tradedate,
-                   index$type,
-                   index$series,
-                   index$tenor,
-                   index$quotes$price,
-                   index$basis,
-                   index$EL,
-                   index$duration,
-                   index$theta,
-                   sqlArray(as.integer(index$K.orig*100)),
-                   sqlArray(index$rho[-1]),
-                   sqlArray(index$tranches$mkt.delta),
-                   sqlArray(index$tranches$delta),
-                   sqlArray(index$tranches$fw.delta),
-                   sqlArray(index$tranches$gamma),
-                   sqlArray(index$tranches$theta),
-                   sqlArray(index$tranches$corr01),
-                   sqlArray(index$tranches$duration),
-                   sqlArray(index$tranches$EL))
-    dollars <- paste(lapply(1:length(params), function(i)sprintf("$%s",i)),
-                     collapse=",")
-    return(list(stmt=sprintf("INSERT INTO risk_numbers VALUES(%s)", dollars),
-                params=params))
+as.data.frame.creditIndex <- function(index) {
+    data.frame(tranche_id = index$tranches$id,
+               date = index$tradedate,
+               index = index$type,
+               series = index$series,
+               tenor = index$tenor,
+               index_price = index$quotes$price,
+               index_basis = index$basis,
+               index_el = index$EL,
+               index_duration = index$duration,
+               index_theta = index$theta,
+               attach = as.integer(index$K.orig[-length(index$K.orig)]*100),
+               detach = as.integer(index$K.orig[-1]*100),
+               corr_at_detach = index$rho[-1],
+               delta = index$tranche$delta,
+               forward_delta = index$tranche$fw.delta,
+               gamma = index$tranches$gamma,
+               theta = index$tranches$theta,
+               corr01 = index$tranches$corr01,
+               duration = index$tranches$duration,
+               EL = index$tranches$EL)
 }