diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/build_portfolios.R | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index b08c0aee..3c9b644a 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -103,12 +103,14 @@ for(deal.name in dealnames){ if(length(dealupdatedate) && dealupdatedate == workdate){
sqlstring <- sprintf(
paste0("UPDATE et_deal_model_numbers SET dealspread5y = %s,",
- "dealspread = %s, cdopercentage = %s, stalepercentage= %s ",
+ "dealspread = %s, cdopercentage = %s, stalepercentage= %s, ",
+ "marketvalue = %s",
"WHERE dealname= '%s' and updatedate = '%s'"),
deal.spread5y,
deal.spreadatmaturity,
deal.portfolio$cdopercentage,
deal.portfolio$stale,
+ crossprod(deal.portfolio$notional, deal.portfolio$price)/100,
deal.name,
as.Date(workdate))
dbSendQuery(dbCon, sqlstring)
|