diff options
| -rw-r--r-- | R/tranches_RV_BC.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 0cf94f43..24968ec6 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -58,11 +58,11 @@ for(i in seq_along(runs$name1)){ next
}
alldates <- seq(begin.date, Sys.Date()-1, by="1 day")
- bus.dates <- as.Date(names(which(isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates))))
-
if(index.name2=="ig19"){
alldates <- alldates[alldates!=as.Date("2013-11-29")] ##people are lazy the day after Thanksgiving
}
+ bus.dates <- as.Date(names(which(isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates))))
+
for(j in seq_along(bus.dates)){
tradedate <- bus.dates[j]
index1 <- load.index(index.name1, tenor1, tradedate)
|