diff options
Diffstat (limited to 'R/calibration.R')
| -rw-r--r-- | R/calibration.R | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/R/calibration.R b/R/calibration.R index fb7302b2..4e8cac31 100644 --- a/R/calibration.R +++ b/R/calibration.R @@ -43,7 +43,8 @@ set.singlenamesdata <- function(index, tradedate){ upfront = quotes$upfront_curve[i, tenor] * 0.01, recovery = as.double(quotes$recovery[i,tenor][1])) if(all(is.na(quote$upfront))){ - loginfo(paste("no quotes available for", quote$ticker)) + loginfo(paste("no quotes available for", quote$ticker, "on day", + as.character(tradedate))) return( NULL ) } index$portfolio <- c(index$portfolio, buildSC(quote, cds.cs$cs, cds.cs$cdsdates)) @@ -59,7 +60,7 @@ set.tranchedata <- function(index, tradedate){ } temp <- get.tranchequotes(index$name, index$tenor, tradedate) if(is.null(temp)){ - loginfo(paste(inde$name, "no quote for that day")) + loginfo(paste(index$name, "no quote for day", as.character(tradedate))) return(NULL) } index$quotes <- data.frame(maturity=index$maturity, |