1 files changed, 7 insertions, 0 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R
index 2a93c52f..63487e22 100644
--- a/R/cds_utils.R
+++ b/R/cds_utils.R
@@ -165,3 +165,10 @@ 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){
+    ## load index.name into the parent environment
+    indices <- yaml.load_file(file.path(root.dir, "code", "R", "index_definitions.yml"))
+    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()))
+}