diff options
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 10e4d490..e52d9794 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -230,7 +230,7 @@ for(j in seq_along(dealnames)){ #reinvest tweak
coupon <- coupon-0.0075
- reinvprices[[assetname]] <- foreach(date = iter(deal.datesmonthly)) %dopar% {
+ reinvprices[[assetname]] <- foreach(date = iter(deal.datesmonthly), .combine=c) %dopar% {
100 * forwardportfolioprice(deal.portfolio, date,
min(date+rollingmaturity*30, deal.data$maturity),
asset$coupontype, coupon, asset$liborfloor/100)
|