diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/intex_deal_functions.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index cd3a62f2..b464ff01 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -256,7 +256,7 @@ buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, star setkey(collatdata, "cusip")
## replace the cdo fields by bloomberg data
- collatdata[cusipdata[collatdata$cusip],
+ collatdata[cusipdata,
`:=`(maturity=i.maturity, fixedorfloat=i.fixedorfloat,
spread=i.spread, grosscoupon=i.grosscoupon, orig_moody=i.orig_moody, iscdo=TRUE)]
|