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 92daa482..8817c2ba 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -31,9 +31,9 @@ if(length(args) >= 1){ }
exportYC(tradedate)
-## calibrate HY23
+## calibrate HY25
## calibrate the single names curves
-index <- creditIndex("hy23", "5yr")
+index <- creditIndex("hy25", "5yr")
index <- set.index.desc(index, tradedate)
index <- set.singlenamesdata(index, tradedate)
## load tranche data
|