diff options
Diffstat (limited to 'R/cusip_numbers.R')
| -rw-r--r-- | R/cusip_numbers.R | 46 |
1 files changed, 0 insertions, 46 deletions
diff --git a/R/cusip_numbers.R b/R/cusip_numbers.R deleted file mode 100644 index f00c0709..00000000 --- a/R/cusip_numbers.R +++ /dev/null @@ -1,46 +0,0 @@ -if(.Platform$OS.type == "unix"){
- root.dir <- "/home/share/CorpCDOs"
-}else{
- root.dir <- "//WDSENTINEL/share/CorpCDOs"
-}
-
-source(file.path(root.dir, "code", "R", "intex_deal_functions.R"))
-source(file.path(root.dir, "code", "R", "index_definitions.R"))
-source(file.path(root.dir, "code", "R", "etdb.R"))
-
-getdealdata <- function(dealnames){
- sqlstring <- sprintf("select * from latest_clo_universe where dealname in ('%s')",
- paste(dealnames, collapse="','"))
- return( dbGetQuery(dbCon, sqlstring) )
-}
-
-workdate <- as.Date("2013-01-23")
-
-files <- list.files(path=file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_")), pattern="*.RData")
-currdealnames <- dbGetQuery(dbCon, "select updatedate, dealname from latest_deal_model_numbers")
-for(file in files){
- load(file.path(root.dir, "Scenarios", paste("Portfolios", workdate, sep="_"), file))
- dealname <- strsplit(file, "\\.")[[1]][1]
- dealupdatedate <- currdealnames$updatedate[currdealnames$dealname %in% dealname]
- if(length(dealupdatedate) && dealupdatedate == workdate){
- sqlstring <- sprintf(paste0("UPDATE et_deal_model_numbers SET dealspread = %s, cdopercentage = %s,",
- "stalepercentage= %s WHERE dealname= '%s' and updatedate = '%s'"),
- deal.spread,
- deal.portfolio$cdopercentage,
- deal.portfolio$stale,
- dealname,
- as.Date(workdate))
- dbGetQuery(dbCon, sqlstring)
- }else{
- sqlstring <- sprintf(paste0("INSERT INTO et_deal_model_numbers ",
- "VALUES('%s', %s, %s, %s, %s, '%s')"),
- dealname,
- deal.portfolio$cdopercentage,
- deal.portfolio$stale,
- deal.spread,
- crossprod(deal.portfolio$notional, deal.portfolio$price)/100,
- workdate)
- dbGetQuery(dbCon, sqlstring)
- currdealnames <- c(currdealnames, dealname)
- }
-}
|
