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 acb61c17..34587f4d 100644 --- a/R/build_portfolios.R +++ b/R/build_portfolios.R @@ -31,7 +31,7 @@ if(length(args) >= 1){ workdate <- Sys.Date()
}
-calibration.date <- prevBusDay(workdate)
+calibration.date <- addBusDay(workdate, -1)
MarkitData <- getMarkitIRData(calibration.date)
futurequotes <- read.csv(file.path(root.dir, "data", "Yield Curves",
sprintf("futures-%s.csv", calibration.date)), header=F)
|