diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/thetas-durations.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index be2f0064..011ceb70 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -18,13 +18,13 @@ get.indexquotes.table <- function(indextype, series, tenors=c("3yr", "5yr", "7yr tbl("index_quotes") %>% filter(index == !!indextype, series == !!series, tenor %in% !!tenors) %>% {if(onlymissing) filter(., is.null(duration)) else .} %>% - arrange(date) %>% select(date, tenor, closeprice) %>% + arrange(date) %>% select(date, tenor, close_price) %>% collect() %>% mutate(tenor=factor(tenor, !!tenors)) if(nrow(df) == 0) { return( df ) } else { - return( df %>% spread(tenor, closeprice) ) + return( df %>% spread(tenor, close_price) ) } } |