diff options
Diffstat (limited to 'R/calibration.R')
| -rw-r--r-- | R/calibration.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/calibration.R b/R/calibration.R index 51ab4fce..1967411f 100644 --- a/R/calibration.R +++ b/R/calibration.R @@ -48,8 +48,9 @@ set.singlenamesdata <- function(index, tradedate){ index$portfolio <- c(index$portfolio, buildSC(quote, cds.cs$cs, cds.cs$cdsdates)) } if(index$name == "EU9"){ - index$issuerweights <- rep(0.08, 124) + index$issuerweights <- rep(0.08, 123) index$issuerweights[quotes$ticker=="GDFS"] <- 0.08*2 + index$issuerweights[quotes$ticker=="GASSM"] <- 0.08*2 } index$issuerweights <- rep(1/length(index$portfolio), length(index$portfolio)) index$recov <- sapply(index$portfolio, attr, "recovery") |