diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/intex_deal_functions.R | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 0c07ecb7..38103592 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -258,15 +258,16 @@ buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, star allow.cartesian=TRUE] portfolio <- foreach(line.item = iter(collatdata, by='row')) %:% { - when( !is.na(line.item$maturity) && line.item$currentbalance > 1 - && !is.na(line.item$assettype) && line.item$assettype!="Equity") } %dopar% { + when( !is.na(line.item$maturity) && !is.na(line.item$currentbalance) && + line.item$currentbalance > 1 && + !is.na(line.item$assettype) && line.item$assettype!="Equity") } %dopar% { buildSC(line.item, dealdata$reinv_end_date, dealdata$maturity, global.params, startdate) } ## non-parallel version for debugging ## portfolio <- c() ## for(i in 1:nrow(collatdata)){ ## line.item <- collatdata[i,] - ## if(is.na(line.item$maturity) || line.item$currentbalance <= 1){ + ## if(is.na(line.item$maturity) || is.na(line.item) || line.item$currentbalance <= 1){ ## next ## } ## portfolio <- c(portfolio, buildSC(line.item, dealdata$reinv_end_date, dealdata$maturity, global.params, startdate)) |