diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/intex_deal_functions.R | 9 |
1 files changed, 9 insertions, 0 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index e69a05d0..663c9c40 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -264,6 +264,15 @@ buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, star && 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$currentbalance <= 1){
+ ## next
+ ## }
+ ## portfolio <- c(portfolio, buildSC(line.item, dealdata$reinv_end_date, dealdata$maturity, global.params, startdate))
+ ## }
missingpricenotional <- sum(collatdata[is.na(price) & maturity>startdate &
(is.na(iscdo)|!iscdo), currentbalance])
cdonotional <- sum(collatdata[!is.na(iscdo)&(iscdo==TRUE),currentbalance])
|