diff options
Diffstat (limited to 'R/calibrate_tranches_BC.R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index eaea55d4..00feb273 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -47,7 +47,7 @@ for(i in seq_along(runs$name)){ if(!file.exists(filename)){
args$update <- FALSE
}
- if(args$update && !is.null(begin.date <- getlastdate(index.name, tenor))){
+ if(args$update && !is.na(begin.date <- getlastdate(index.name, tenor))){
}else{
begin.date <- switch(index.name,
hy10 = as.Date("2014-08-11"),
@@ -64,7 +64,8 @@ for(i in seq_along(runs$name)){ xo22 = as.Date("2014-10-20"),
eu9 = as.Date("2014-09-15"),
eu21 = as.Date("2014-09-15"),
- eu22 = as.Date("2014-10-22"))
+ eu22 = as.Date("2014-10-22"),
+ eu24 = as.Date("2014-09-23"))
}
if(begin.date > as.Date(args$until)){
next
|