diff options
Diffstat (limited to 'R/calibrate_tranches_BC.R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 6 |
1 files changed, 4 insertions, 2 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index 1796007e..49e231f3 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -62,7 +62,9 @@ for(i in seq_along(runs$name)){ ig21 = as.Date("2013-09-26"),
ig23 = as.Date("2014-10-14"),
hy23 = as.Date("2014-10-16"),
- xo22 = as.Date("2014-10-20"))
+ xo22 = as.Date("2014-10-20"),
+ eu9 = as.Date("2014-11-03"),
+ eu21 = as.Date("2014-11-03"))
}
if(begin.date > as.Date(args$until)){
next
@@ -73,7 +75,7 @@ for(i in seq_along(runs$name)){ for(j in seq_along(bus.dates)){
tradedate <- bus.dates[j]
loginfo(paste("calibrating", index.name, tenor, "for", as.character(tradedate)))
- if(substr(index.name,1,2) %in% c("xo", "eu")){
+ if(tolower(substr(index.name,1,2)) %in% c("xo", "eu")){
curr <- "EUR"
}else{
curr <- "USD"
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