diff options
| -rw-r--r-- | R/calibrate_tranches_BC.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index be5b20f6..c47c60eb 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -72,7 +72,7 @@ for(i in seq_along(runs$name)){ exportYC(tradedate)
index <- creditIndex(index.name, tenor)
index <- set.index.desc(index, tradedate)
- ## calibrate the single names curvesca
+ ## calibrate the single names curves
index <- set.singlenamesdata(index, tradedate)
index <- set.tranchedata(index, tradedate)
temp <- BCindex.pv(index)
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