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| -rw-r--r-- | R/thetas-durations.R | 1 |
1 files changed, 0 insertions, 1 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index 39bb3286..9aeaad20 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -85,7 +85,6 @@ for(index in c('IG', 'HY')){ coupon <- if(index=='IG') 0.01 else 0.05 tenors <- if(index=='IG') c("3yr", "5yr", "7yr", "10yr") else c("3yr", "5yr", "7yr") for(series in 18:27){ - if(index == 'HY' && series == 27) next indexquotes <- get.indexquotes.table(index, series, tenors) if(nrow(indexquotes)==0){ next |