diff options
Diffstat (limited to 'R/intex_deal_functions.R')
| -rw-r--r-- | R/intex_deal_functions.R | 10 |
1 files changed, 6 insertions, 4 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index a128c960..6fd34e9e 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -28,7 +28,7 @@ getdealdata <- function(dealname, workdate){ return(dealdata) } -getcollateral <- function(dealname, date){ +getcollateral <- function(dealname, date) { if(missing(date)){ collatdata <- suppressWarnings( dbGetQuery(etdb, "select * from et_aggdealinfo($1)", @@ -42,15 +42,17 @@ getcollateral <- function(dealname, date){ return(collatdata) } -listdealnames <- function(){ +listdealnames <- function() { sqlstring <- "select distinct dealname from clo_universe order by dealname" return( dbGetQuery(etdb, sqlstring)) } -cusip.data <- function(workdate = Sys.Date()){ +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) + AS fixedorfloat, orig_moody FROM cusip_universe JOIN clo_universe + ON clo_universe.\"Latest Update\" = cusip_universe.updatedate + AND clo_universe.dealname = cusip_universe.dealname WHERE updatedate<=$1 ORDER BY cusip, updatedate DESC" data <- dbGetQuery(etdb, sqlstring, workdate) data <- data.table(data) |