diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/new_index_series.R | 17 |
1 files changed, 10 insertions, 7 deletions
diff --git a/R/new_index_series.R b/R/new_index_series.R index 1b113c84..b5161dc0 100644 --- a/R/new_index_series.R +++ b/R/new_index_series.R @@ -88,13 +88,6 @@ newcurves <- function(indextype, series, basketid){ return(prep.data) } -## company_id markit_ticker seniority coupon -## 1 100104 APA SNRFOR 100 -## 2 109584 ENB SNRFOR 100 -## mappings <- data.frame(company_id=df$company_id, -## markit_ticker=c("FIATCHR","ZIGGBON"), -## seniority="SNRFOR",coupon=500) - markit.mappings <- function(df){ sqlstr <- "INSERT INTO bbg_markit_mapping VALUES('infinity', $1, $2, $3, $4)" with(df, @@ -109,3 +102,13 @@ markit.mappings <- function(df){ } }) } + +if(interactive()) { + bbgid <- newbasketID('IG', 26, 1, as.Date("20121-06-20"), 100) + df <- newcurves('IG', 26, bbgid) + mappings <- data.frame(company_id = df$company_id, + markit_ticket=c("HESS","GE", "JNJ", "LNC", "WESTMWV", "PACKAM"), + seniority="SNRFOR", coupon=100) + markit.mappings(df) + ## then update index_list in markit/import_quotes.py and rerun insert_cds +} |