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| -rw-r--r-- | R/thetas-durations.R | 9 |
1 files changed, 0 insertions, 9 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index ccd0f4a4..8aa01197 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -85,15 +85,6 @@ fasttheta <- function(sc, cs, recov, tradedate, maturities, quotes){ return( r ) } -convertNA <- function(x){ - if(is.na(x)){ - return( "Null" ) - }else{ - return( x ) - } -} - - index <- 'HY' tenors <- c("3yr", "5yr", "7yr") recov <- 0.3 |