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Diffstat (limited to 'R/build_portfolios.R')
| -rw-r--r-- | R/build_portfolios.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index f1299a7f..b4eb9997 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -29,7 +29,8 @@ calibration.date <- addBusDay(workdate, -1) exportYC(calibration.date) index <- creditIndex("hy29") index <- set.index.desc(index, calibration.date) -global.params <- yaml.load_file(file.path(code.dir, "etc", "params.yml")) +global.params <- yaml.load_file(file.path(code.dir, "etc", "params.yml"), + handlers = list(expr = function(x) eval(parse(text = x)))) cusipdata <- cusip.data(workdate) cashspread.discount <- 0 |