diff options
| -rw-r--r-- | R/cds_functions_generic.R | 6 | ||||
| -rw-r--r-- | R/intex_deal_functions.R | 2 |
2 files changed, 4 insertions, 4 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 10eebacd..0e559304 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -188,7 +188,7 @@ setMethod("cdsduration", signature("abstractcurve", "Date"), function(sc, maturity, accruedondefault=TRUE){
stopifnot(is.logical(accruedondefault))
cs <- couponSchedule(nextIMMDate(Sys.Date()), maturity, "Q", "FIXED", 1)
- couponleg(cs, sc, accruedondefault)
+ couponleg(cs, sc, accruedondefault=accruedondefault)
})
## define defaultleg generic
@@ -557,14 +557,14 @@ portfoliospread <- function(portfolio, maturity){ ## for a given maturity.
## if maturity is missing, we use the intrinsic maturity for each curve
S <- 0
- d <- rep(0, length(portfolio$SC))
+ d <- rep_len(0, length(portfolio$SC))
## Svec <- rep(0, length(portfolio$SC))
if(missing(maturity)){
maturityvec <- as.Date(sapply(portfolio$SC, creditcurve.maturity), origin="1970-01-01")
}else{
maturityvec <- rep(maturity, length(portfolio$SC))
}
- for(i in 1:length(portfolio$SC)){
+ for(i in seq.int(portfolio$SC)){
if(length(portfolio$SC[[i]]@curve@hazardrates)==0||maturityvec[i]<=portfolio$SC[[i]]@startdate){
S <- S + 0
d[i] <- 0
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index a15404b6..a7889d4d 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -242,7 +242,7 @@ buildSC <- function(line.item, reinvdate, dealmaturity, global.params, startdate buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, startdate = Sys.Date()) {
collatdata <- getcollateral(dealname, startdate)
- index <- hash(cusipdata$cusip, 1:length(cusipdata$cusip))
+ index <- hash(cusipdata$cusip, seq.int(cusipdata$cusip))
notionalvec <- c()
SCvec <- c()
betavec <- c()
|