diff options
Diffstat (limited to 'R/calibrate_tranches_BC.R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 14 |
1 files changed, 8 insertions, 6 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index 1075744c..7bc71471 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -51,9 +51,9 @@ for(run in config$runs){ tenor <- run[2]
filename <- file.path(root.dir, "Tranche_data", "Runs",
paste(tolower(index.name), tenor, "csv",sep="."))
- if(!file.exists(filename)){
- args$update <- FALSE
- }
+ ## if(!file.exists(filename)){
+ ## args$update <- FALSE
+ ## }
if(args$update && !is.na(begin.date <- getlastdate(index.name, tenor))){
}else{
begin.date <- switch(index.name,
@@ -64,20 +64,22 @@ for(run in config$runs){ hy21 = as.Date("2013-10-04"),
hy23 = as.Date("2014-10-16"),
hy25 = as.Date("2015-10-01"),
+ hy27 = as.Date("2016-10-04"),
ig9 = as.Date("2013-01-01"),
ig19 = as.Date("2013-05-01"),
ig21 = as.Date("2013-09-26"),
ig23 = as.Date("2014-10-14"),
ig25 = as.Date("2015-09-22"),
- ig27 = as.Date("2015-09-28"),
+ ig27 = as.Date("2016-09-27"),
xo22 = as.Date("2014-10-20"),
xo24 = as.Date("2015-09-28"),
- xo26 = as.Date("2015-09-28"),
+ xo26 = as.Date("2016-09-27"),
eu9 = as.Date("2014-09-15"),
eu19 = as.Date("2013-04-03"),
eu21 = as.Date("2014-03-27"),
eu22 = as.Date("2014-10-22"),
- eu24 = as.Date("2015-09-23"))
+ eu24 = as.Date("2015-09-23"),
+ eu26 = as.Date("2016-09-27"))
}
if(begin.date > as.Date(args$until)){
next
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