diff options
| -rw-r--r-- | R/load_cf.R | 5 |
1 files changed, 0 insertions, 5 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index f9c68fc5..c443152b 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -205,11 +205,6 @@ getcusipcf <- function(cusips, cfdata, dist, workdate=Sys.Date()){ }else{
data[,field] <- cleanfield
}
- if(length(futuredates) == 0){
- df <- rep(1, length(pastdates))
- }else{
- df <- c(rep(1, length(pastdates)), DC$discounts[1:length(futuredates)])
- }
if(nrow(data)>0){
pv <- c(pv, crossprod(df, data[,field]))
}else{
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