1 files changed, 17 insertions, 0 deletions
diff --git a/R/mlpdb.R b/R/mlpdb.R
index 70190d4b..fd1f17f4 100644
--- a/R/mlpdb.R
+++ b/R/mlpdb.R
@@ -39,3 +39,20 @@ get.indexquotes <- function(indexname, date=Sys.Date()){
                    recovery_curve = arr.convert(r$recovery_curve))
     return( quotes )
 }
+
+indexsplit <- function(indexname){
+    r <- regexpr("(\\D*)(\\d*)", indexname, perl=T)
+    cs <- attr(r, "capture.start")
+    cl <- attr(r, "capture.length")
+    index <- substr(indexname, cs[1], cs[1]+cl[1]-1)
+    series <- substr(indexname, cs[2], cs[2]+cl[2]-1)
+    return(list(index=toupper(index), series=series))
+}
+
+get.tranchequotes <- function(indexname, date=Sys.Date()){
+    sqlstr <- paste("select * from quotes where index='%s'",
+                    "and series=%s and quotedate='%s' order by attach asc")
+    temp <- indexsplit(indexname)
+    r <- dbGetQuery(mlpdbCon, sprintf(sqlstr, temp$index, temp$series, date))
+    return( r )
+}