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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 86975c0a..b9f43c64 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -22,7 +22,7 @@ tradedate <- if(length(args) >= 1) as.Date(args[1]) else addBusDay(Sys.Date(), - exportYC(tradedate) ## calibrate HY29 ## calibrate the single names curves -index <- creditIndex("hy35", "5yr") +index <- creditIndex("hy37", "5yr") index <- set.index.desc(index, tradedate) index <- set.singlenamesdata(index, tradedate) ## load tranche data |