1 files changed, 13 insertions, 14 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R
index 17750244..824e0710 100644
--- a/R/intex_deal_functions.R
+++ b/R/intex_deal_functions.R
@@ -47,16 +47,16 @@ listdealnames <- function() {
     return( dbGetQuery(etdb, sqlstring))
 }
 
-cusip.data <- function(workdate = Sys.Date()) {
-    sqlstring <- "SELECT DISTINCT ON (cusip) cusip, maturity, coupon AS grosscoupon,
+tranche.data <- function(workdate = Sys.Date()) {
+    sqlstring <- "SELECT DISTINCT ON (figi) figi, maturity, coupon AS grosscoupon,
 spread, CASE WHEN floater_index like 'LIBOR%' THEN 'FLOAT' ELSE 'FIXED' END
- 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"
+ AS fixedorfloat, orig_moody FROM tranche_universe JOIN clo_universe
+ ON clo_universe.\"Latest Update\" = tranche_universe.updatedate
+ AND clo_universe.dealname = tranche_universe.dealname
+WHERE updatedate<=$1 ORDER BY figi, updatedate DESC"
     data <- dbGetQuery(etdb, sqlstring, workdate)
     data <- data.table(data)
-    setkey(data, "cusip")
+    setkey(data, "figi")
     return( data )
 }
 
@@ -80,10 +80,10 @@ recovery <- function(collateral) {
     return(recovery)
 }
 
-dealnamefromcusip <- function(cusips){
+dealnamefromfigi <- function(figiss){
     ## wrapper around the sql function
-    sqlstr <- sprintf("select * from dealname_from_cusip('%s')",
-                      paste(cusips, collapse="','"))
+    sqlstr <- sprintf("select * from dealname_from_figi('%s')",
+                      paste(figiss, collapse="','"))
     r <- dbGetQuery(etdb, sqlstr)
     return( r$p_dealname )
 }
@@ -248,15 +248,14 @@ buildSC <- function(line.item, reinvdate, dealmaturity, global.params, startdate
     return( list(SC=SC, notional=line.item$currentbalance, price = line.item$price, beta = beta) )
 }
 
-buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, startdate = Sys.Date()) {
+buildSC.portfolio <- function(dealname, dealdata, tranchedata, global.params, startdate = Sys.Date()) {
     collatdata <- data.table(getcollateral(dealname, startdate))
-    setkey(collatdata, "cusip")
+    setkey(collatdata, "figi")
     ## replace the cdo fields by bloomberg data
-    collatdata[cusipdata,
+    collatdata[tranchedata,
                `:=`(maturity=i.maturity, fixedorfloat=i.fixedorfloat,
                     spread=i.spread, grosscoupon=i.grosscoupon, orig_moody=i.orig_moody, iscdo=TRUE),
                allow.cartesian=TRUE]
-
     portfolio <- foreach(line.item = iter(collatdata, by='row')) %:% {
         when( !is.na(line.item$maturity) && !is.na(line.item$currentbalance) &&
               line.item$currentbalance > 1 &&