diff options
Diffstat (limited to 'R/cds_utils.R')
| -rw-r--r-- | R/cds_utils.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R index dab6da07..9b830cef 100644 --- a/R/cds_utils.R +++ b/R/cds_utils.R @@ -132,7 +132,7 @@ nextIMMDate <- function(date) { startyear <- as.numeric(format(date, "%Y"))
nextimmdates <- seq(as.Date(paste(startyear, 3, 20, sep="-")), length=5, by="3 months")
return( adjust(calendar = "UnitedStates/GovernmentBond",
- nextimmdates[nextimmdates >= date][1] )
+ nextimmdates[nextimmdates >= date][1] ) )
}
cdsMaturity <- function(tenor, date=Sys.Date()){
|