diff options
| -rw-r--r-- | R/calibrate_tranches_MF.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index 49eaf873..7875798f 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -14,7 +14,7 @@ basicConfig() removeHandler('basic.stdout')
addHandler(writeToFile, file=file.path(root.dir, "logs", "calibrate_tranches_MF.log"))
options(warn=2)
-code.dir <- if(Sys.getenv("CODE_DIR")=="") Sys.getenv("CODE_DIR") else root.dir
+code.dir <- if(Sys.getenv("CODE_DIR")!="") Sys.getenv("CODE_DIR") else root.dir
source(file.path(code.dir, "code", "R", "yieldcurve.R"))
source(file.path(code.dir, "code", "R", "optimization.R"))
@@ -31,7 +31,7 @@ if(length(args) >= 1){ }
exportYC(tradedate)
-## calibrate HY21
+## calibrate HY23
## calibrate the single names curves
index <- creditIndex("hy23", "5yr")
index <- set.index.desc(index, tradedate)
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