diff options
| -rw-r--r-- | R/thetas-durations.R | 2 | ||||
| -rwxr-xr-x | scripts/curve.sh | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index ad738112..9a7362be 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -88,7 +88,7 @@ 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 18:28) { + for(series in 18:29) { indexquotes <- get.indexquotes.table(index, series, tenors) if(nrow(indexquotes) == 0) { next diff --git a/scripts/curve.sh b/scripts/curve.sh index 476f6c2c..91fd2dd6 100755 --- a/scripts/curve.sh +++ b/scripts/curve.sh @@ -1,6 +1,6 @@ #!/bin/bash indices=("IG" "HY") -series=(25 26 27 28) +series=(25 26 27 28 29) pushd "$CODE_DIR/R" > /dev/null for index in ${indices[@]}; do for serie in ${series[@]}; do |