1 files changed, 8 insertions, 0 deletions
diff --git a/R/serenitasdb.R b/R/serenitasdb.R
index 86299d41..6e6d5344 100644
--- a/R/serenitasdb.R
+++ b/R/serenitasdb.R
@@ -106,3 +106,11 @@ get.tranchequotes <- function(indexname, tenor='5yr', date=Sys.Date()){
     }
     return( r )
 }
+
+couponfromindex <- function(indexname, tenor){
+    temp <- indexsplit(indexname)
+    sqlstr <- sprintf("select coupon from index_maturity where index='%s' and series=%s and tenor='%s'",
+                      temp$index, temp$series, tenor)
+    r <- dbGetQuery(serenitasdb, sqlstr)
+    r$coupon
+}