diff options
| -rw-r--r-- | R/cds_functions_generic.R | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 6f9900bd..acae13eb 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -513,6 +513,7 @@ cdshazardrate <- function(quotes, R=0.4, tradedate=Sys.Date(), cs.all){ previous.hvec <- c()
eps <- 1e-8
previous.cs <- data.frame()
+ sc <- NULL
for(i in 1:nrow(quotes)){
if(is.na(quotes$upfront[i])){
next
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