diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 2 | ||||
| -rw-r--r-- | R/tranches_RV_BC.R | 3 |
2 files changed, 3 insertions, 2 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index 5f36f598..ef906575 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -67,7 +67,7 @@ for(i in seq_along(runs$name)){ eu9 = as.Date("2014-09-15"),
eu21 = as.Date("2014-09-15"),
eu22 = as.Date("2014-10-22"),
- eu24 = as.Date("2014-09-23"))
+ eu24 = as.Date("2015-09-23"))
}
if(begin.date > as.Date(args$until)){
next
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 70ba9398..93a4134d 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -63,7 +63,8 @@ for(r in runs$mappings){ ig23 = as.Date("2014-10-14"),
ig25 = as.Date("2015-09-22"),
hy25 = as.Date("2015-10-01"),
- xo24 = as.Date("2015-09-28"))
+ xo24 = as.Date("2015-09-28"),
+ eu24 = as.Date("2015-09-23"))
}
if(begin.date > as.Date(args$until)){
next
|