diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 7 | ||||
| -rw-r--r-- | R/tranches_RV_BC.R | 8 |
2 files changed, 9 insertions, 6 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index e3c30cf8..2f227bbd 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -15,7 +15,8 @@ option_list <- list( make_option(c("-c", "--config"), metavar="config_file",
help="Runs the list of indices provided in CONFIG_FILE"),
make_option(c("-i", "--index"), help="Index name we want to run"),
- make_option("--tenor", default="5yr", help="Tenor we want to run [default %default]"))
+ make_option("--tenor", default="5yr", help="Tenor we want to run [default %default]"),
+ make_option("--until", default=Sys.Date()-1, help="last date to run [default %default]"))
args <- parse_args(OptionParser(option_list=option_list))
## default values
@@ -56,11 +57,11 @@ for(i in seq_along(runs$name)){ ig19 = as.Date("2013-05-01"),
ig21 = as.Date("2013-09-26"))
}
- if(begin.date == Sys.Date()){
+ if(begin.date > as.Date(args$until)){
next
}
- alldates <- seq(begin.date, Sys.Date()-1, by="1 day")
+ alldates <- seq(begin.date, as.Date(args$until), by="1 day")
if(index.name=="ig19"){
alldates <- alldates[alldates!=as.Date("2013-11-29")] ##people are lazy the day after Thanksgiving
}
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 112d13c0..31e1fab5 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -15,7 +15,9 @@ option_list <- list( make_option(c("-t1", "--tenor1"), default="5yr",
help="Tenor of index1 [default %default]"),
make_option(c("-t2", "--tenor2"), default="5yr",
- help="Tenor of index2 [default %default]"))
+ help="Tenor of index2 [default %default]"),
+ make_option("--until", default=Sys.Date()-1,
+ help="last day to run [default %default]"))
args <- parse_args(OptionParser(option_list=option_list,
description=
@@ -54,10 +56,10 @@ for(i in seq_along(runs$name1)){ hy19 = as.Date("2013-10-04"),
ig21 = as.Date("2013-09-26"))
}
- if(begin.date == Sys.Date()){
+ if(begin.date > as.Date(args$until)){
next
}
- alldates <- seq(begin.date, Sys.Date()-1, by="1 day")
+ alldates <- seq(begin.date, as.Date(args$until), by="1 day")
if(index.name2=="ig19"){
alldates <- alldates[alldates!=as.Date("2013-11-29")] ##people are lazy the day after Thanksgiving
}
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