diff options
| -rw-r--r-- | R/backtest_tranches.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/backtest_tranches.R b/R/backtest_tranches.R index 8ae9baf6..f9614f04 100644 --- a/R/backtest_tranches.R +++ b/R/backtest_tranches.R @@ -19,7 +19,7 @@ bps <- 1e-4 files <- dir(file.path(root.dir, "Scenarios", "Calibration"), pattern="hy21_singlenames_*") dates <- as.Date(substr(files, 18, 27)) basis <- data.frame(row.names=dates, indexref=numeric(length(dates)), basis=numeric(length(dates))) -for(i in 50:length(files)){ +for(i in 1:length(files)){ f <- files[i] singlenames.data <- read.csv(file.path(root.dir, "Scenarios", "Calibration", f)) nondefaulted <- singlenames.data[!singlenames.data$ticker %in% hy21$defaulted,] |