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 0c8415e2..f00c6b01 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -472,7 +472,7 @@ cdshazardrate <- function(quotes, R=0.4, workdate=Sys.Date()){ next
}
maturity <- quotes$maturity[i]
- cs <- couponSchedule(nextIMMDate(workdate), maturity, "Q", "FIXED", quotes$running[i])
+ cs <- couponSchedule(nextIMMDate(workdate), maturity, "Q", "FIXED", quotes$running[i], workdate)
new.h <- 0.05
flength <- nrow(cs) - nrow(previous.cs)
hvec <- c(previous.hvec, rep(new.h, flength))
|