diff options
| -rw-r--r-- | R/build_scenarios.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 7b1c902d..24e6fbea 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -123,7 +123,8 @@ for(j in seq_along(dealnames)){ scenariosrmonthly[i,] <- approx(deal.dates, scenariosr[i,], deal.datesmonthly, rule=2)$y scenariosdmonthly[i,] <- approx(deal.dates, scenariosd[i,], deal.datesmonthly, rule=2)$y } - recoverymonthly <- pmin(recoverymonthly,1) + recoverymonthly[90:100,][which(recoverymonthly[90:100,]>1)] <- 0 + recoverymonthly <- pmin(recoverymonthly, 1) recoverymonthly[!is.finite(recoverymonthly)] <- 100 if(!is.na(deal.data$reinv_end_date) && deal.data$reinv_end_date <= tradedate){ |