diff options
Diffstat (limited to 'R/build_portfolios.R')
| -rw-r--r-- | R/build_portfolios.R | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/R/build_portfolios.R b/R/build_portfolios.R index e80509a4..3809d7d0 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -82,6 +82,9 @@ for(deal.name in dealnames){ next
}
deal.data <- getdealdata(deal.name, calibration.date)
+ if(is.na(deal.data$"Reinv End Date")){
+ global.params$reinvflag <- FALSE
+ }
if(deal.data$"Curr Collat Bal" < 1 ||is.na(deal.data$maturity)||deal.data$maturity <= today()+90){
next
}
@@ -97,7 +100,7 @@ for(deal.name in dealnames){ dir.create(save.dir)
}
save(deal.portfolio, A, S, deal.weights, deal.dates, deal.spread5y,
- deal.spreadatmaturity, file=file.path(save.dir, paste0(deal.name, ".RData")))
+ deal.spreadatmaturity, deal.data, file=file.path(save.dir, paste0(deal.name, ".RData")))
cat(deal.name, "... done\n")
dealupdatedate <- currdealnames$updatedate[currdealnames$dealname %in% deal.name]
if(length(dealupdatedate) && dealupdatedate == workdate){
|