diff options
| -rw-r--r-- | R/cds_utils.R | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R index 63487e22..a2f15b4e 100644 --- a/R/cds_utils.R +++ b/R/cds_utils.R @@ -168,6 +168,7 @@ yearFrac <- function(date1, date2, daycount="act/365") { load.index <- function(index.name){
## load index.name into the parent environment
+ require(yaml)
indices <- yaml.load_file(file.path(root.dir, "code", "R", "index_definitions.yml"))
indices[[index.name]]$maturity <- as.Date(indices[[index.name]]$maturity, as.Date("1970-01-01"))
assign(index.name, indices[[index.name]], env = parent.env(environment()))
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