diff options
Diffstat (limited to 'R/calibrate_tranches_MF.R')
| -rw-r--r-- | R/calibrate_tranches_MF.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index 8817c2ba..badfba76 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -33,7 +33,7 @@ if(length(args) >= 1){ exportYC(tradedate)
## calibrate HY25
## calibrate the single names curves
-index <- creditIndex("hy25", "5yr")
+index <- creditIndex("hy27", "5yr")
index <- set.index.desc(index, tradedate)
index <- set.singlenamesdata(index, tradedate)
## load tranche data
|