diff options
Diffstat (limited to 'R/mlpdb.R')
| -rw-r--r-- | R/mlpdb.R | 3 |
1 files changed, 2 insertions, 1 deletions
@@ -51,7 +51,8 @@ indexsplit <- function(indexname){ get.tranchequotes <- function(indexname, tenor='5yr', date=Sys.Date()){ sqlstr <- paste("select * from tranche_quotes where index='%s'", - "and series=%s and quotedate='%s' and tenor = '%s' order by attach asc") + "and series=%s and quotedate='%s' and tenor = '%s'", + "and quotesource='MKIT' order by attach asc") temp <- indexsplit(indexname) r <- dbGetQuery(mlpdbCon, sprintf(sqlstr, temp$index, temp$series, date, tenor)) return( r ) |
