aboutsummaryrefslogtreecommitdiffstats
path: root/R/load_bloomberg_data.R
diff options
context:
space:
mode:
Diffstat (limited to 'R/load_bloomberg_data.R')
-rw-r--r--R/load_bloomberg_data.R2
1 files changed, 0 insertions, 2 deletions
diff --git a/R/load_bloomberg_data.R b/R/load_bloomberg_data.R
index fc7f9af2..0b38c74a 100644
--- a/R/load_bloomberg_data.R
+++ b/R/load_bloomberg_data.R
@@ -11,8 +11,6 @@ fields.corp <- c("PX_LAST","LAST_UPDATE_DT","ISSUER","MATURITY","CPN","CPN_TYP",
"LN_COVENANT_LITE","SECOND_LIEN_INDICATOR","DEFAULTED", "PRICING_SOURCE")
fields.mtge <- c("LAST_UPDATE_DT", "ISSUER","MATURITY","CPN","CPN_TYP","CPN_FREQ","FLT_SPREAD","RTG_MOODY","RTG_MDY_INITIAL")
-
-
secCorp <- paste(corpcusips, "Corp")
dataCorp <- bdp(bbgCon, secCorp, fields.corp)
corpcusips <- substr(rownames(dataCorp[which(!is.na(dataCorp$ISSUER)),]),1,9)