diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 3 | ||||
| -rw-r--r-- | R/tranches_RV_BC.R | 3 |
2 files changed, 4 insertions, 2 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index bcc706f4..9cda638e 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -56,7 +56,8 @@ for(i in seq_along(runs$name)){ hy21 = as.Date("2013-10-04"),
ig9 = as.Date("2013-01-01"),
ig19 = as.Date("2013-05-01"),
- ig21 = as.Date("2013-09-26"))
+ ig21 = as.Date("2013-09-26"),
+ ig23 = as.Date("2014-10-14"))
}
if(begin.date > as.Date(args$until)){
next
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 1419b9fe..bd06e244 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -57,7 +57,8 @@ for(i in seq_along(runs$name1)){ begin.date <- switch(index.name1,
hy21 = as.Date("2013-10-04"),
hy19 = as.Date("2013-10-04"),
- ig21 = as.Date("2013-09-26"))
+ ig21 = as.Date("2013-09-26"),
+ ig23 = as.Date("2014-10-14"))
}
if(begin.date > as.Date(args$until)){
next
|