diff options
| -rw-r--r-- | R/tests/test.cds_functions.R (renamed from R/test.cds_functions.R) | 0 | ||||
| -rw-r--r-- | R/tests/test_lossdistrib.R (renamed from R/test_lossdistrib.R) | 0 | ||||
| -rw-r--r-- | R/tests/test_yieldcurve.R | 15 |
3 files changed, 15 insertions, 0 deletions
diff --git a/R/test.cds_functions.R b/R/tests/test.cds_functions.R index c30651ba..c30651ba 100644 --- a/R/test.cds_functions.R +++ b/R/tests/test.cds_functions.R diff --git a/R/test_lossdistrib.R b/R/tests/test_lossdistrib.R index 34c7554c..34c7554c 100644 --- a/R/test_lossdistrib.R +++ b/R/tests/test_lossdistrib.R diff --git a/R/tests/test_yieldcurve.R b/R/tests/test_yieldcurve.R new file mode 100644 index 00000000..7adcb813 --- /dev/null +++ b/R/tests/test_yieldcurve.R @@ -0,0 +1,15 @@ +source("yieldcurve.R") +source("cds_utils.R") +root.dir <- "/home/share/CorpCDOs/" + +dates <- seq(as.Date("2013-05-01"), as.Date("2014-05-01"), by=1) +for(i in 1:length(dates)){ + day <- dates[i] + calibration.date <- addBusDay(day, -1) + print(calibration.date) + print(day) + if(isBusinessDay(calendar="UnitedStates", day)){ + exportYC(calibration.date) + test <- DiscountCurve(L3m$params, L3m$tsQuotes, 1) + } +} |