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-rw-r--r--R/cds_utils.R4
1 files changed, 2 insertions, 2 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R
index 0b9c81e8..e594ad7c 100644
--- a/R/cds_utils.R
+++ b/R/cds_utils.R
@@ -146,10 +146,10 @@ yearFrac <- function(date1, date2, daycount="act/365") {
"act/360"=as.numeric( (as.Date(date2) - as.Date(date1)) / 360) )
}
-load.index <- function(index.name){
+load.index <- function(index.name, file = "index_definitions.yml"){
## load index.name into the parent environment
require(yaml)
- indices <- yaml.load_file(file.path(root.dir, "code", "R", "index_definitions.yml"))
+ indices <- yaml.load_file(file.path(root.dir, "code", "R", file))
indices[[index.name]]$maturity <- as.Date(indices[[index.name]]$maturity, as.Date("1970-01-01"))
assign(index.name, indices[[index.name]], env = parent.env(environment()))
}