diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/new_index_series.R | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/R/new_index_series.R b/R/new_index_series.R index 406f1039..06f0c36e 100644 --- a/R/new_index_series.R +++ b/R/new_index_series.R @@ -1,7 +1,7 @@ -library(Rbbg) +library(Rblpapi) source("serenitasdb.R") -bbgConn <- blpConnect(host='192.168.1.108', port='8194') +bbgConn <- blpConnect(host='192.168.1.108') ## This script helps adding the necessary data for a new index series newbasketID <- function(indextype='IG', series, mat_5yr, coupon){ @@ -31,7 +31,8 @@ indextype <- "IG" newseries <- 16 ##newbasketID('EU', 22, as.Date("2019-12-20")) -index <- bds(bbgConn, sprintf("%s %s CDSI S%s 5Y Corp", indexname, indextype, newseries), "INDX_MEMBERS") +index <- bds(bbgConn, sprintf("%s %s CDSI S%s 5Y Corp", indexname, indextype, newseries), + "INDX_MEMBERS") tickers <- index[,5] cds.fields <- c("cds_company_id", "cds_restructuring_type", "cds_corp_tkr", "sw_seniority") |