diff options
Diffstat (limited to 'R/mlpdb.R')
| -rw-r--r-- | R/mlpdb.R | 11 |
1 files changed, 8 insertions, 3 deletions
@@ -9,12 +9,17 @@ nameToBasketID <- function(name, date=Sys.Date()){ return(as.integer(r)) } -load.index <- function(name, date=Sys.Date(), tenor="5yr", Z=Z, w=w, N=Ngrid){ +load.index <- function(name, date=Sys.Date(), tenor="5yr", Z, w, N){ id <- nameToBasketID(name, date) sqlstr <- "SELECT indexfactor, cumulativeloss, maturity from index_desc where basketid=%s and tenor='%s'" r <- as.list(dbGetQuery(mlpdbCon, sprintf(sqlstr, id, tenor))) - return(list(tenor=tenor, factor=r$indexfactor/100, maturity=r$maturity, - loss=r$cumulativeloss/100, recovery=0.4, name=name, Z=Z, w=w, N=N)) + if(any(c(missing(Z), missing(w), missing(N)))){ + return( list(tenor=tenor, factor=r$indexfactor/100, maturity=r$maturity, + loss=r$cumulativeloss/100, recovery=0.4)) + }else{ + return( list(tenor=tenor, factor=r$indexfactor/100, maturity=r$maturity, + loss=r$cumulativeloss/100, recovery=0.4, name=name, Z=Z, w=w, N=N)) + } } cdslist <- function(indexname, date=Sys.Date()){ |