diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/intex_deal_functions.R | 11 |
1 files changed, 10 insertions, 1 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 945120d7..5950f0e0 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -13,6 +13,12 @@ getdealdata <- function(dealnames){ return( dbGetQuery(dbCon, sqlstring) )
}
+getcollateral <- function(dealname, date=Sys.Date()){
+ sqlstring <- sprintf("select * from et_aggdealinfo_historical('%s', '%s')", dealname, date)
+ collatdata <- dbGetQuery(dbCon, sqlstring)
+ return(collatdata)
+}
+
listdealnames <- function(){
sqlstring <- "select distinct dealname from clo_universe order by dealname"
return( dbGetQuery(dbCon, sqlstring))
@@ -57,7 +63,10 @@ dealnamefromcusip <- function(cusips){ }
cusipsfromdealnames <- function(dealnames){
- unlist(strsplit(getdealdata(dealnames)$"Deal Cusip List", ","))
+ sqlstring <-
+ sprintf("select unnest(\"Deal Cusip List\") from clo_universe where dealname in ('%s')",
+ paste(dealnames, collapse="','"))
+ return( dbGetQuery(dbCon, sqlstring)$unnest )
}
fithazardrate.fast <- function(collateral, eps=1e-6){
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