diff options
| -rw-r--r-- | R/load_cf.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index 89511af0..b4bba964 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -19,7 +19,7 @@ source("interpweights.R") source("serenitasdb.R") source("creditIndex.R") source("tranche_functions.R") -index <- creditIndex("hy27") +index <- creditIndex("hy29") index <- set.index.desc(index, tradedate) calibration.date <- addBusDay(tradedate, -1) |