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-rw-r--r--R/cds_utils.R8
1 files changed, 0 insertions, 8 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R
index e594ad7c..ec1197bc 100644
--- a/R/cds_utils.R
+++ b/R/cds_utils.R
@@ -145,11 +145,3 @@ yearFrac <- function(date1, date2, daycount="act/365") {
"act/365"=as.numeric( (as.Date(date2) - as.Date(date1)) / 365),
"act/360"=as.numeric( (as.Date(date2) - as.Date(date1)) / 360) )
}
-
-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", 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()))
-}