diff options
Diffstat (limited to 'R/mlpdb.R')
| -rw-r--r-- | R/mlpdb.R | 11 |
1 files changed, 4 insertions, 7 deletions
@@ -4,11 +4,8 @@ dbCon <- dbConnect(drv, dbname="mlpdb", user="mlpdb_user", password="Serenitas1" host="debian") nameToBasketID <- function(name, date){ - name <- toupper(name) - index <- substr(name, 1, 2) - series <- substr(name, 3, nchar(name)) - sqlstr <- "SELECT min(basketid) from index_desc where Index='%s' and Series=%s and lastdate>='%s'" - r <- dbGetQuery(dbCon, sprintf(sqlstr, index, series, date)) + sqlstr <- "SELECT * from nametobasketid('%s', '%s')" + r <- dbGetQuery(dbCon, sprintf(sqlstr, name, date)) return(as.integer(r)) } @@ -16,8 +13,8 @@ load.index <- function(name, date, tenor="Y5"){ id <- nameToBasketID(name, date) sqlstr <- "SELECT indexfactor, cumulativeloss, maturity from index_desc where basketid=%s and tenor='%s'" r <- as.list(dbGetQuery(dbCon, sprintf(sqlstr, id, tenor))) - return(list(coupon=0.05, factor=r$indexfactor/100, - loss=r$cumulativeloss/100, recovery=0.4)) + return(list(coupon=0.05, factor=r$indexfactor/100, maturity=r$maturity, + loss=r$cumulativeloss/100, recovery=0.4, name=name)) } cdslist <- function(indexname, date){ |