diff options
Diffstat (limited to 'R/calibration.R')
| -rw-r--r-- | R/calibration.R | 6 |
1 files changed, 1 insertions, 5 deletions
diff --git a/R/calibration.R b/R/calibration.R index 6f672e85..f1605bd1 100644 --- a/R/calibration.R +++ b/R/calibration.R @@ -23,11 +23,7 @@ get.cdsSchedule <- function(tradedate, tenors=c(1:5, 7, 10)) { } set.singlenamesdata <- function(index, tradedate, recov=NULL) { - cds.cs <- if (index$type %in% c("HY", "XO")) { # no need to build the full 10y curve - get.cdsSchedule(tradedate, 1:5) - } else { - get.cdsSchedule(tradedate) - } + cds.cs <- get.cdsSchedule(tradedate) quotes <- get.singlenamesquotes(index$name, tradedate) tenor <- names(cds.cs$cdsdates) index$portfolio <- list() |