1 files changed, 0 insertions, 33 deletions
diff --git a/R/load_bloomberg_data.R b/R/load_bloomberg_data.R
deleted file mode 100644
index 99d4808d..00000000
--- a/R/load_bloomberg_data.R
+++ /dev/null
@@ -1,33 +0,0 @@
-library(Rbbg)
-
-if(.Platform$OS.type == "unix"){
-    root.dir <- "/home/share/CorpCDOs"
-    bbgCon <- blpConnect(host='192.168.1.108', port=8194, throw.ticker.errors=FALSE)
-}else{
-    root.dir <- "//WDSENTINEL/share/CorpCDOs"
-    bbgCon <- blpConnect(throw.ticker.errors=FALSE)
-}
-
-load(file.path(root.dir, "data", "bloomberg_data.RData"))
-
-fields.corp <- c("PX_LAST","LAST_UPDATE_DT","ISSUER","MATURITY","CPN","CPN_TYP",
-                 "CPN_FREQ","FLT_SPREAD","LIBOR_FLOOR","LN_CURRENT_MARGIN",
-                 "LN_COVENANT_LITE","SECOND_LIEN_INDICATOR","DEFAULTED", "PRICING_SOURCE")
-
-corpcusips <- scan(file = file.path(root.dir, "data", "bbgcusips.txt"), what="char")
-corpcusips <- unique(corpcusips)
-secCorp <- paste(corpcusips, "Corp")
-dataCorp <-  bdp(bbgCon, secCorp, fields.corp)
-corpcusips <- substr(rownames(dataCorp[which(!is.na(dataCorp$ISSUER)),]),1,9)
-
-dataCorp <- dataCorp[which(!is.na(dataCorp$ISSUER)),]
-rownames(dataCorp) <- substr(rownames(dataCorp), 1, 9)
-dataCorp <- data.frame(CUSIP=rownames(dataCorp), dataCorp, stringsAsFactors=FALSE)
-fh <- file(file.path(root.dir, "data", "bloomberg",
-                     paste0("bloomberg_datacorp_", Sys.Date(), ".csv")),"wb")
-write.csv(dataCorp, file=fh, row.names=F)
-close(fh)
-blpDisconnect(bbgCon)
-
-## save(corpcusips, mtgecusips, dataCorp, dataMtge, file="bloomberg_data.RData")
-save(corpcusips, dataCorp, file=file.path(root.dir, "data", "bloomberg_data.RData"))