diff options
| -rw-r--r-- | R/thetas-durations.R | 2 | ||||
| -rw-r--r-- | python/markit/import_quotes.py | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index 487ef8cc..40694a88 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -84,7 +84,7 @@ for(index in c('IG', 'HY')){ recov <- if(index=='IG') 0.4 else 0.3 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 c(18, 19, 20, 21, 22, 23, 24, 25)){ + for(series in c(18, 19, 20, 21, 22, 23, 24, 25, 26)){ indexquotes <- get.indexquotes.table(index, series, tenors) if(nrow(indexquotes)==0){ next diff --git a/python/markit/import_quotes.py b/python/markit/import_quotes.py index ebd9bbc7..2f3f4a22 100644 --- a/python/markit/import_quotes.py +++ b/python/markit/import_quotes.py @@ -20,7 +20,7 @@ def convert(x): index_list = ['HY9', 'HY10'] + ['HY' + str(s) for s in range(15, 27)] + ['IG9'] + \ ['IG' + str(s) for s in range(16, 27)] + \ ['XO22', 'XO23', 'XO24', 'XO25', 'EU9'] + \ - ['EU' +str(s) for s in range(19, 25)] + ['EU' +str(s) for s in range(19, 26)] DOC_CLAUSE_MAPPING14 = {'Full Restructuring': 'MM14', 'No Restructuring': 'XR14', |