[R] RBloomberg: unable to use 'Corp' to fetch data

2013-06-06 Thread Chirag Maru
I am trying to get new Cusip (registered security) from old . This can be done in excel using BDP command. For example: =BDP(000361AJ Corp,ID_CUSIP), will give 000361AK1. Can this be done using RBloomberg? Any help will be much appreciated. Chirag Maru Senior Quantitative Analyst IRON

[R] time-series aggregation of information

2013-05-17 Thread Chirag Maru
I have following data for which I need to calculate the weighted aggregate value of the parameter at each time. Date,Parameter,Weight 2012-01-31,90,200 2012-01-31,80,400 2012-01-31,70,500 2012-01-31,60,800 2012-02-29,120,220 2012-02-29,110,410 2012-02-29,75,520 2012-02-29,65,840