diff options
| -rw-r--r-- | R/build_scenarios.R | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index e089b38f..e3fd1ec3 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -193,6 +193,7 @@ for(j in seq_along(dealnames)){ scenariosdmonthly[i,] <- approx(deal.dates, scenariosd[i,], deal.datesmonthly, rule=2)$y
}
recoverymonthly <- pmin(recoverymonthly,1)
+ recoverymonthly[!is.finite(recoverymonthly)] <- 100
## compute reinvestment price
if(!is.na(deal.data$"Reinv End Date") && deal.data$"Reinv End Date" <= workdate){
## we cap rolling maturity at the current weighted average maturity of the portfolio
|