diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 2 | ||||
| -rw-r--r-- | R/tranches_RV_BC.R | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index c47c60eb..cb3f9914 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -64,7 +64,7 @@ for(i in seq_along(runs$name)){ if(index.name=="ig19"){
alldates <- alldates[alldates!=as.Date("2013-11-29")] ##people are lazy the day after Thanksgiving
}
- bus.dates <- as.Date(names(which(isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates))))
+ bus.dates <- bus.dates[isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates)]
for(j in seq_along(bus.dates)){
tradedate <- bus.dates[j]
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 24968ec6..112d13c0 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -61,7 +61,7 @@ for(i in seq_along(runs$name1)){ 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))))
+ bus.dates <- alldates[isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates)]
for(j in seq_along(bus.dates)){
tradedate <- bus.dates[j]
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