diff options
Diffstat (limited to 'R/build_portfolios.R')
| -rw-r--r-- | R/build_portfolios.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index 008d49a7..86d943ac 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -36,7 +36,7 @@ if(interactive()) { calibration.date <- addBusDay(workdate, -1)
exportYC(calibration.date)
-index <- creditIndex("hy25")
+index <- creditIndex("hy27")
index <- set.index.desc(index, calibration.date)
global.params <- yaml.load_file(file.path(root.dir, "code", "etc", "params.yml"))
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