diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 2 | ||||
| -rw-r--r-- | etc/runs.yml | 3 |
2 files changed, 5 insertions, 0 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index 47d0fad4..1075744c 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -69,8 +69,10 @@ for(run in config$runs){ ig21 = as.Date("2013-09-26"),
ig23 = as.Date("2014-10-14"),
ig25 = as.Date("2015-09-22"),
+ ig27 = as.Date("2015-09-28"),
xo22 = as.Date("2014-10-20"),
xo24 = as.Date("2015-09-28"),
+ xo26 = as.Date("2015-09-28"),
eu9 = as.Date("2014-09-15"),
eu19 = as.Date("2013-04-03"),
eu21 = as.Date("2014-03-27"),
diff --git a/etc/runs.yml b/etc/runs.yml index d1234e51..9adb5467 100644 --- a/etc/runs.yml +++ b/etc/runs.yml @@ -10,12 +10,15 @@ runs: - [ig23, 3yr] - [ig23, 5yr] - [ig25, 5yr] +- [ig27, 5yr] - [hy23, 3yr] - [hy23, 5yr] - [hy25, 3yr] - [hy25, 5yr] - [xo22, 5yr] - [xo24, 5yr] +- [xo26, 5yr] - [eu9, 10yr] - [eu24, 5yr] - [eu24, 3yr] +- [eu26, 5yr] |