1 files changed, 11 insertions, 6 deletions
diff --git a/R/serenitasdb.R b/R/serenitasdb.R
index 6e6d5344..7dcfcd7d 100644
--- a/R/serenitasdb.R
+++ b/R/serenitasdb.R
@@ -47,12 +47,8 @@ get.indexquotes <- function(indexname, date=Sys.Date()){
 }
 
 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))
+    return(list(index = toupper(substr(indexname, 0, 2)),
+                series=substr(indexname, 3, nchar(indexname))))
 }
 
 get.tranchequotes <- function(indexname, tenor='5yr', date=Sys.Date()){
@@ -114,3 +110,12 @@ couponfromindex <- function(indexname, tenor){
     r <- dbGetQuery(serenitasdb, sqlstr)
     r$coupon
 }
+
+getlastdate <- function(indexname, tenor){
+    temp <- indexsplit(indexname)
+    r <- dbGetQuery(serenitasdb,
+                    sprintf(paste("SELECT max(date)+1 AS date FROM risk_numbers",
+                                  "WHERE index='%s' and series='%s' and tenor='%s'"),
+                            temp$index, temp$series, tenor))
+    return(as.Date(r$date, format="%Y-%m-%d"))
+}