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-rw-r--r--R/build_scenarios.R2
1 files changed, 1 insertions, 1 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R
index b6b3d63f..48082cee 100644
--- a/R/build_scenarios.R
+++ b/R/build_scenarios.R
@@ -175,7 +175,7 @@ for(j in seq_along(dealnames)){
row.names=F, col.names=T, sep=",")
configfile <- file.path(save.dir, paste0(dealnames[j], ".config"))
- config <- list(rollingmat = as.integer(rollingmaturity),
+ config <- list(rollingmat = as.integer(rollingmaturity/365*12),
reinvflag = reinvflags[j])
cat(as.yaml(config), file = configfile)
save(scenariosd, scenariosr, dist.joint, file=file.path(save.dir, paste0(dealnames[j], ".RData")),