diff options
Diffstat (limited to 'R/build_portfolios.R')
| -rw-r--r-- | R/build_portfolios.R | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index f2657658..8acc94a3 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -13,7 +13,8 @@ if(.Platform$OS.type == "unix"){ source(file.path(code.dir, "code", "R", "intex_deal_functions.R"), chdir=TRUE)
source(file.path(code.dir, "code", "R", "yieldcurve.R"))
source(file.path(code.dir, "code", "R", "serenitasdb.R"))
-index <- load.index("hy21")
+source(file.path(code.dir, "code", "R", "creditIndex.R"))
+
if(length(args) >=2){
argslist <- strsplit(args[-1], ",")
@@ -34,7 +35,8 @@ if(length(args) >= 1){ calibration.date <- addBusDay(workdate, -1)
exportYC(calibration.date)
-
+index <- creditIndex("hy21")
+index <- set.index.desc(index, calibration.date)
global.params <- yaml.load_file(file.path(root.dir, "code", "etc", "params.yml"))
cusipdata <- cusip.data()
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