diff options
| -rw-r--r-- | R/yieldcurve.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/yieldcurve.R b/R/yieldcurve.R index b6b4cbbc..f17ab926 100644 --- a/R/yieldcurve.R +++ b/R/yieldcurve.R @@ -45,7 +45,7 @@ buildMarkitYC <- function(MarkitData, futurequotes, dt=0.25){ short.term <- list(d1m=as.numeric(MarkitData$deposits[5]$curvepoint$parrate),
d3m=as.numeric(MarkitData$deposits[7]$curvepoint$parrate))
}else{
- for(i in 1:8){
+ for(i in seq_along(futurequotes)){
short.term[[paste0("fut",i)]] <- futurequotes[i]
}
}
|