diff options
Diffstat (limited to 'R/build_scenarios.R')
| -rw-r--r-- | R/build_scenarios.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 5cf54d83..d0dcd8bc 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -40,7 +40,8 @@ source(file.path(root.dir, "code", "R", "etdb.R")) source(file.path(root.dir, "code", "R", "cds_functions_generic.R"))
source(file.path(root.dir, "code", "R", "cds_utils.R"))
source(file.path(root.dir, "code", "R", "yieldcurve.R"))
-load.index("hy21")
+source(file.path(root.dir, "code", "R", "mlpdb.R"))
+hy21 <- load.index("hy21")
calibration.date <- addBusDay(tradedate, -1)
settledate <- addBusDay(tradedate, 3)
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