diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 13 |
1 files changed, 8 insertions, 5 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index 0ddfc573..bf510a0d 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -35,11 +35,14 @@ if(updateflag){##ghetto way of getting the last row of the file begin.date <- as.Date(runfile[nrow(runfile),1])+1
}else{
begin.date <- switch(index.name,
- hy10=as.Date("2014-06-10"),
- ig19=as.Date("2013-05-01"),
- ig21=as.Date("2013-09-26"),
- hy19=as.Date("2013-02-01"),
- hy21=as.Date("2013-10-04"))
+ hy10=as.Date("2014-06-10"),
+ hy15=as.Date("2014-06-10"),
+ hy17=as.Date("2014-06-10"),
+ hy19=as.Date("2013-02-01"),
+ hy21=as.Date("2013-10-04"),
+ ig19=as.Date("2013-05-01"),
+ ig21=as.Date("2013-09-26"),
+ )
}
alldates <- seq(begin.date, Sys.Date()-1, by="1 day")
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