diff options
Diffstat (limited to 'R/intex_deal_functions.R')
| -rw-r--r-- | R/intex_deal_functions.R | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index f9167b0e..6396136d 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -21,8 +21,8 @@ getdealdata <- function(dealname, workdate){ "dealname = '%s' and updatedate<='%s')")
sqlstring <- sprintf(sqlstring, dealname, dealname, workdate)
mv <- dbGetQuery(dbCon, sqlstring)$marketvalue
- sqlstring <- sprintf(paste0("select \"Curr Collat Bal\", \"Reinv End Date\", ",
- "\"Deal Next Pay Date\" , maturity, \"Principal Bal\" , \"Pay Day\" from ",
+ sqlstring <- sprintf(paste0("select \"Curr Collat Bal\", reinv_end_date, ",
+ "first_pay_date , maturity, \"Principal Bal\" , pay_day from ",
"historical_clo_universe('%s', '%s')"), dealname, workdate)
dealdata <- dbGetQuery(dbCon, sqlstring)
dealdata$mv <- mv
@@ -86,7 +86,7 @@ dealnamefromcusip <- function(cusips){ cusipsfromdealnames <- function(dealnames){
sqlstring <-
- sprintf("select unnest(\"Deal Cusip List\") from latest_clo_universe where dealname in ('%s')",
+ sprintf("select unnest(\"Deal Cusip List\") from deal_indicative where dealname in ('%s')",
paste(dealnames, collapse="','"))
return( dbGetQuery(dbCon, sqlstring)$unnest )
}
@@ -256,7 +256,7 @@ buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, star portfolio <- foreach(line.item = iter(collatdata, by='row')) %:% {
when( !is.na(line.item$maturity) && line.item$currentbalance > 1
&& line.item$assettype!="Equity") } %dopar% {
- buildSC(line.item, dealdata$"Reinv End Date", dealdata$maturity, global.params, startdate)
+ buildSC(line.item, dealdata$reinv_end_date, dealdata$maturity, global.params, startdate)
}
missingpricenotional <- sum(collatdata[is.na(price) & maturity>startdate &
(is.na(iscdo)|!iscdo), currentbalance])
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