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 044c616a..2b37788d 100644 --- a/R/cds_utils.R +++ b/R/cds_utils.R @@ -164,7 +164,7 @@ cdsMaturity <- function(tenor, date=Sys.Date()){ if(date < as.Date("2015-12-20")){
r <- IMMDate(addTenor(date, tenor))
}else{
- r <- IMMDate2(date, tenor)
+ r <- IMMDate2(date, tenor, noadj=T)
}
names(r) <- tenor
|