diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index a622e9ea..a2db8f56 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -34,7 +34,7 @@ if(!interactive()){ ## until = Sys.Date()-1,
## update = TRUE)
args <- list(update=TRUE, until = Sys.Date()-1)
- config <- list(runs=list(c("hy25", "5yr")))
+ config <- list(runs=list(c("hy21", "3yr")))
options(error=recover)
}
@@ -99,8 +99,8 @@ for(run in config$runs){ ## calibrate the single names curves
index <- set.singlenamesdata(index, tradedate)
index <- tryCatch(set.tranchedata(index, tradedate),
- error=function(e) logerror(conditionMessage(e)))
- if(inherits(index, "error")) {
+ error = function(e) logerror(e$message))
+ if(is.null(index)) {
loginfo(paste("skipping", index.name, tenor))
next
}
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