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Diffstat (limited to 'R/serenitasdb.R')
| -rw-r--r-- | R/serenitasdb.R | 3 |
1 files changed, 3 insertions, 0 deletions
diff --git a/R/serenitasdb.R b/R/serenitasdb.R index b8480c16..86299d41 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -80,6 +80,9 @@ get.tranchequotes <- function(indexname, tenor='5yr', date=Sys.Date()){ distinct.quotes <- dbGetQuery(serenitasdb, sprintf(sqlstr, temp$index, temp$series, date, tenor)) flag <- FALSE ##we loop through the disctinct quotes until we find a complete set + if(nrow(distinct.quotes)==0){ + return(NULL) + } for(i in 1:nrow(distinct.quotes)){ if(temp$index == 'HY' && temp$series>=15){ ##don't want the tranchelets quoted by CITI sqlstr <- paste("select * from tranche_quotes where index='%s'", |