diff options
Diffstat (limited to 'R/calibrate_tranches_MF.R')
| -rw-r--r-- | R/calibrate_tranches_MF.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index b9f43c64..c87d20b1 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -20,9 +20,9 @@ source("tranche_functions.R") tradedate <- if(length(args) >= 1) as.Date(args[1]) else addBusDay(Sys.Date(), -1) exportYC(tradedate) -## calibrate HY29 +## calibrate HY39 ## calibrate the single names curves -index <- creditIndex("hy37", "5yr") +index <- creditIndex("hy39", "5yr") index <- set.index.desc(index, tradedate) index <- set.singlenamesdata(index, tradedate) ## load tranche data |