diff options
Diffstat (limited to 'R/calibration.R')
| -rw-r--r-- | R/calibration.R | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/R/calibration.R b/R/calibration.R index 2658576c..fb7302b2 100644 --- a/R/calibration.R +++ b/R/calibration.R @@ -58,6 +58,10 @@ set.tranchedata <- function(index, tradedate){ return( NULL ) } temp <- get.tranchequotes(index$name, index$tenor, tradedate) + if(is.null(temp)){ + loginfo(paste(inde$name, "no quote for that day")) + return(NULL) + } index$quotes <- data.frame(maturity=index$maturity, refspread=temp$indexrefspread[1], refprice=temp$indexrefprice[1]) |