diff options
| -rw-r--r-- | R/cds_functions_generic.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index cd6278d9..1b35e42c 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -516,7 +516,7 @@ cdshazardrate <- function(quotes, R=0.4, tradedate=Sys.Date(), cs.all){ next
}
maturity <- quotes$maturity[i]
- if(tradedate+1<=maturity){
+ if(tradedate+1>=maturity){
next
}
cs <- cs.all[cs.all$unadj.dates<=maturity,]
|