diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/creditIndex.R | 2 | ||||
| -rw-r--r-- | R/serenitasdb.R | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/R/creditIndex.R b/R/creditIndex.R index a2421869..b322bf78 100644 --- a/R/creditIndex.R +++ b/R/creditIndex.R @@ -107,7 +107,7 @@ as.data.frame.creditIndex <- function(index) { tenor = index$tenor, index_price = index$quotes$price, index_basis = index$basis, - index_el = index$EL, + index_EL = index$EL, index_duration = index$duration, index_theta = index$theta, attach = as.integer(index$K.orig[-length(index$K.orig)]*100), diff --git a/R/serenitasdb.R b/R/serenitasdb.R index 807bb57f..8dfe6189 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -96,7 +96,7 @@ couponfromindex <- function(indexname, tenor){ } getlastdate <- function(indexname, tenor){ - stmt <- paste("SELECT max(date)+1 AS date FROM risk_numbers", + stmt <- paste("SELECT max(date)+1 AS date FROM risk_numbers_new", "WHERE index=$1 and series=$2 and tenor=$3") r <- with(indexsplit(indexname), dbGetQuery(serenitasdb, stmt, params = |