diff options
Diffstat (limited to 'R/load_cf.R')
| -rw-r--r-- | R/load_cf.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index b61c21bd..c07bc987 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -199,7 +199,7 @@ getcusipcf <- function(params, cfdata, dist, tradedate=Sys.Date()){ data <- data[,Date:=as.Date(Date, "%b %d, %Y")]
data <- data.table(Date=data[,Date],data[,lapply(.SD,sanitize.column),.SDcols=2:6],key="Date")
data[,Balance:=max(Balance-`Accum Interest Shortfall`, 0), by=1:nrow(data)]
- r[j,] <- as.numeric(df[data][,list(Cashflow=temp <- sum(Cashflow*Discounts),
+ r[j,] <- as.numeric(df[data, roll=TRUE][,list(Cashflow=temp <- sum(Cashflow*Discounts),
Principal=sum(Principal*Discounts),
Interest=sum(Interest*Discounts),
wal=sum(-diff(Balance)*T[-1])/indicdata$curr_balance,
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