diff options
Diffstat (limited to 'R/cds_functions_generic.R')
| -rw-r--r-- | R/cds_functions_generic.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/cds_functions_generic.R b/R/cds_functions_generic.R index 16f4cb50..b1fd4dfc 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -654,9 +654,9 @@ DP2 <- function(sc, dates){ prepayprob = cumsum(pfun(x2T) * Qmid * dT))
}
-getdealschedule <- function(dealdata, freq="3 months", lag = 0){
+getdealschedule <- function(dealdata, freq="3 months", startdate = Sys.Date(), lag = 0){
dates <- seq(dealdata$"Deal Next Pay Date", dealdata$maturity + lag, by=freq)
- dates <- dates[dates>today()]
+ dates <- dates[dates>startdate]
return( dates )
}
|