diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/new_index_series.R | 10 |
1 files changed, 6 insertions, 4 deletions
diff --git a/R/new_index_series.R b/R/new_index_series.R index 1f87fbc5..43fd6fd5 100644 --- a/R/new_index_series.R +++ b/R/new_index_series.R @@ -106,11 +106,13 @@ markit.mappings <- function(df){ } if(interactive()) { - basket.id <- newbasketID('IG', 28, 1, as.Date("2022-06-20"), 100) - df <- newcurves('IG', 28, basket.id) + basket.id <- newbasketID('XO', 29, 1, as.Date("2023-06-20"), 100) + df <- newcurves('XO', 29, basket.id) mappings <- data.frame(company_id = df$company_id, - markit_ticker=c("ECACN","KINDERM", "JOHCON"), - seniority=rep("SNRFOR",3), coupon=100) + markit_ticker = c("EUROP", "CCK-CEH", "PUBLIPO", "WINTRE", "ADLEREA", + "ALGEGLO", "BEVCLUX","DUFRONE", "NIDDAH", "PICABON", + "STEIEUR", "VERIMID"), + seniority = rep("SNRFOR",12), coupon=500) markit.mappings(mappings) ## then update index_list in markit/import_quotes.py and rerun insert_cds } |