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Diffstat (limited to 'R/build_scenarios.R')
| -rw-r--r-- | R/build_scenarios.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index b80f4f29..e52d9794 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -114,7 +114,7 @@ L2m <- buildMarkitYC(MarkitData, dt = 1/6) L3m <- buildMarkitYC(MarkitData)
L6m <- buildMarkitYC(MarkitData, dt = 1/2)
L12m <- buildMarkitYC(MarkitData, dt = 1)
-setEvaluationDate(as.Date(MarkitData$deposits$snaptime))
+setEvaluationDate(as.Date(MarkitData$effectiveasof))
support <- seq(0, 1, length = Ngrid)
recoverylag <- 90 ##days
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