diff options
| -rw-r--r-- | R/load_cf.R | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index df9c8d0b..870ec999 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -25,7 +25,9 @@ source(file.path(root.dir, "code", "R", "intex_deal_functions.R")) source(file.path(root.dir, "code", "R", "optimization.R"))
source(file.path(root.dir, "code", "R", "interpweights.R"))
source(file.path(root.dir, "code", "R", "serenitasdb.R"))
-index <- load.index("hy21")
+source(file.path(root.dir, "code", "R", "creditIndex.R"))
+index <- creditIndex("hy21")
+index <- set.index.desc(index, tradedate)
calibration.date <- addBusDay(tradedate, -1)
exportYC(calibration.date)
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