diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 4 | ||||
| -rw-r--r-- | etc/runs.yml | 4 | ||||
| -rw-r--r-- | python/risk_insight/views.py | 2 |
3 files changed, 8 insertions, 2 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index c52ec88d..6c53d821 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -71,6 +71,7 @@ for(run in config$runs) { ig25 = as.Date("2015-09-22"), ig27 = as.Date("2016-09-27"), ig29 = as.Date("2017-09-26"), + ig31 = as.Date("2018-09-25"), xo22 = as.Date("2014-10-20"), xo24 = as.Date("2015-09-28"), xo26 = as.Date("2016-09-27"), @@ -81,7 +82,8 @@ for(run in config$runs) { eu22 = as.Date("2014-10-22"), eu24 = as.Date("2015-09-23"), eu26 = as.Date("2016-09-27"), - eu28 = as.Date("2017-09-28")) + eu28 = as.Date("2017-09-28"), + eu30 = as.Date("2018-09-25")) } if(begin.date > as.Date(args$until)) { next diff --git a/etc/runs.yml b/etc/runs.yml index f0f53a20..d47f5c7b 100644 --- a/etc/runs.yml +++ b/etc/runs.yml @@ -13,6 +13,8 @@ runs: - [ig27, 5yr] - [ig29, 3yr] - [ig29, 5yr] + - [ig31, 3yr] + - [ig31, 5yr] #- [hy23, 3yr] - [hy23, 5yr] - [hy25, 3yr] @@ -24,7 +26,9 @@ runs: - [xo24, 5yr] - [xo26, 5yr] - [xo28, 5yr] + - [xo30, 5yr] #- [eu9, 10yr] - [eu24, 5yr] - [eu26, 5yr] - [eu28, 5yr] + - [eu30, 5yr] diff --git a/python/risk_insight/views.py b/python/risk_insight/views.py index 395e53d8..7b9be999 100644 --- a/python/risk_insight/views.py +++ b/python/risk_insight/views.py @@ -100,7 +100,7 @@ def tranches(): @app.route("/indices.html") def indices(): - return render_template("indices.html", series=[9, 10, 11, 13] + list(range(16, 31))) + return render_template("indices.html", series=[9, 10, 11, 13] + list(range(16, 32))) @app.route("/") def main(): |