diff options
Diffstat (limited to 'R/cds_utils.R')
| -rw-r--r-- | R/cds_utils.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R index ccf7ef52..640981ca 100644 --- a/R/cds_utils.R +++ b/R/cds_utils.R @@ -43,7 +43,7 @@ couponSchedule <- function(nextpaydate=NULL, maturity, ## maturity: last payment date of the schedule
## frequency: letter specifying the frequency between "Q", "M", "B", "S" or "A"
## if startdate is provided, we generate the forward coupon schedule starting from that date.
- frequency <- match.arg("frequency")
+ frequency <- match.arg(frequency)
bystring <- switch(frequency,
Quarterly = "3 months",
Monthly = "1 month",
@@ -170,7 +170,7 @@ cdsMaturity <- function(tenor, date=Sys.Date()){ }
yearFrac <- function(date1, date2, daycount=c("act/365", "act/360")) {
- daycount <- match.arch(daycount)
+ daycount <- match.arg(daycount)
switch(daycount,
"act/365"=as.numeric( (as.Date(date2) - as.Date(date1)) / 365),
"act/360"=as.numeric( (as.Date(date2) - as.Date(date1)) / 360) )
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