diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/new_index_series.R | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/R/new_index_series.R b/R/new_index_series.R index e88d0d41..b8d16529 100644 --- a/R/new_index_series.R +++ b/R/new_index_series.R @@ -136,11 +136,11 @@ markit.mappings <- function(df){ } if(interactive()) { - basket.id <- newbasketID('XO', 32, 1, as.Date("2024-12-20"), 100, "2I666VCV5") - df <- newcurves('XO', 32, basket.id) + basket.id <- newbasketID('XO', 33, 1, as.Date("2025-06-20"), 500, "2I667KHL5") + df <- newcurves('XO', 33, basket.id) mappings <- data.frame(company_id = df$company_id, seniority = df$seniority, - markit_ticker=c("FAUR", "TEOLVOI", "SCHAAG", "VOLVCAR"), - markit_tier=c("SNRFOR", "SNRFOR", "SNRFOR","SNRFOR"), coupon=500) + markit_ticker=c("AIRLIQ"), + markit_tier=c("SNRFOR"), coupon=100) markit.mappings(mappings) ## then update index_list in markit/import_quotes.py and rerun insert_cds } |