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 754d789e..16f4cb50 100644 --- a/R/cds_functions_generic.R +++ b/R/cds_functions_generic.R @@ -654,8 +654,8 @@ DP2 <- function(sc, dates){ prepayprob = cumsum(pfun(x2T) * Qmid * dT))
}
-getdealschedule <- function(dealdata, freq="3 months"){
- dates <- seq(dealdata$"Deal Next Pay Date", dealdata$maturity, by=freq)
+getdealschedule <- function(dealdata, freq="3 months", lag = 0){
+ dates <- seq(dealdata$"Deal Next Pay Date", dealdata$maturity + lag, by=freq)
dates <- dates[dates>today()]
return( dates )
}
|