diff options
Diffstat (limited to 'R/intex_deal_functions.R')
| -rw-r--r-- | R/intex_deal_functions.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index aaff1bb7..306ebc0e 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -64,7 +64,7 @@ dealnamefromcusip <- function(cusips){ cusipsfromdealnames <- function(dealnames){
sqlstring <-
- sprintf("select unnest(\"Deal Cusip List\") from clo_universe where dealname in ('%s')",
+ sprintf("select unnest(\"Deal Cusip List\") from latest_clo_universe where dealname in ('%s')",
paste(dealnames, collapse="','"))
return( dbGetQuery(dbCon, sqlstring)$unnest )
}
@@ -279,7 +279,7 @@ buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, star }
return( list(notional=notionalvec, SC=SCvec, beta=betavec, price = pricevec,
cdopercentage = cdonotional/totalnotional,
- stale = missingpricenotional/totalnotional, totalnotional) )
+ stale = missingpricenotional/totalnotional, collatbalance = totalnotional) )
}
cdrfromscenarios <- function(scenarios, dates){
|