diff options
Diffstat (limited to 'R/calibrate_tranches_BC.R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index cb3f9914..6b8414bb 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -64,7 +64,7 @@ for(i in seq_along(runs$name)){ if(index.name=="ig19"){
alldates <- alldates[alldates!=as.Date("2013-11-29")] ##people are lazy the day after Thanksgiving
}
- bus.dates <- bus.dates[isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates)]
+ bus.dates <- alldates[isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates)]
for(j in seq_along(bus.dates)){
tradedate <- bus.dates[j]
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