diff options
| -rw-r--r-- | R/calibrate_tranches_MF.R | 2 | ||||
| -rw-r--r-- | R/load_cf.R | 2 |
2 files changed, 2 insertions, 2 deletions
diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index 23bef772..6aa0d78c 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -29,7 +29,7 @@ if(length(args) >= 1){ exportYC(tradedate)
## calibrate HY21
## calibrate the single names curves
-index <- creditIndex("hy21", "5yr")
+index <- creditIndex("hy23", "5yr")
index <- set.index.desc(index, tradedate)
index <- set.singlenamesdata(index, tradedate)
## load tranche data
diff --git a/R/load_cf.R b/R/load_cf.R index 732d0f96..737638c0 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -27,7 +27,7 @@ source(file.path(root.dir, "code", "R", "interpweights.R")) source(file.path(root.dir, "code", "R", "serenitasdb.R"))
source(file.path(root.dir, "code", "R", "creditIndex.R"))
source(file.path(root.dir, "code", "R", "tranche_functions.R"))
-index <- creditIndex("hy21")
+index <- creditIndex("hy23")
index <- set.index.desc(index, tradedate)
calibration.date <- addBusDay(tradedate, -1)
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