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-rw-r--r--R/intex_deal_functions.R5
1 files changed, 0 insertions, 5 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R
index 8c90313e..3e58cdc6 100644
--- a/R/intex_deal_functions.R
+++ b/R/intex_deal_functions.R
@@ -30,9 +30,6 @@ getdealdata <- function(dealname, workdate){
}else{
dealdata$mv <- mv
}
- dealdata$maturity <- as.Date(dealdata$maturity)
- dealdata$first_pay_date <- as.Date(dealdata$first_pay_date)
- dealdata$reinv_end_date <- as.Date(dealdata$reinv_end_date)
return(dealdata)
}
@@ -254,8 +251,6 @@ buildSC <- function(line.item, reinvdate, dealmaturity, global.params, startdate
buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, startdate = Sys.Date()) {
collatdata <- data.table(getcollateral(dealname, startdate))
setkey(collatdata, "cusip")
- collatdata$nextpaydate <- as.Date(collatdata$nextpaydate)
- collatdata$maturity <- as.Date(collatdata$maturity)
## replace the cdo fields by bloomberg data
collatdata[cusipdata,
`:=`(maturity=i.maturity, fixedorfloat=i.fixedorfloat,