diff options
Diffstat (limited to 'R/serenitasdb.R')
| -rw-r--r-- | R/serenitasdb.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/serenitasdb.R b/R/serenitasdb.R index efdae6fe..b79233f7 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -146,8 +146,8 @@ get.indexquotes <- function(indexname, tenor){ } get.skews <- function(indexname, tenor){ - stmt <- "select skew from risk_numbers where index=$1 and series=$2 and tenor=$3 order by date" - arr <- with(indexplit(indexname), + stmt <- "select date, skew from risk_numbers where index=$1 and series=$2 and tenor=$3 order by date" + arr <- with(indexsplit(indexname), dbGetQuery(serenitasdb, stmt, params=list(indextype, series, tenor))) arr <- arr.convert(arr$skew) return ( arr[,-ncol(arr)] ) |