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-rw-r--r--R/intex_deal_functions.R13
1 files changed, 6 insertions, 7 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R
index 663c9c40..e03706e1 100644
--- a/R/intex_deal_functions.R
+++ b/R/intex_deal_functions.R
@@ -50,13 +50,12 @@ listdealnames <- function(){
return( dbGetQuery(etdb, sqlstring))
}
-cusip.data <- function(){
- ## TODO: make it date dependent
- sqlstring <- "SELECT a.cusip, b.maturity, a.coupon AS grosscoupon, a.spread,
-CASE WHEN a.floater_index like 'LIBOR%' THEN 'FLOAT' ELSE 'FIXED' END
-AS fixedorfloat, a.orig_moody from latest_cusip_universe a
-LEFT JOIN latest_clo_universe b ON a.dealname = b.dealname"
- data <- dbGetQuery(etdb, sqlstring)
+cusip.data <- function(workdate = Sys.Date()){
+ sqlstring <- "SELECT DISTINCT ON (cusip) cusip, maturity, coupon AS grosscoupon,
+spread, CASE WHEN floater_index like 'LIBOR%' THEN 'FLOAT' ELSE 'FIXED' END
+AS fixedorfloat, orig_moody FROM cusip_universe JOIN deal_indicative USING (dealname)
+WHERE updatedate<=$1 ORDER BY cusip, updatedate"
+ data <- dbGetQuery(etdb, sqlstring, workdate)
data <- data.table(data)
setkey(data, "cusip")
return( data )