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-rw-r--r--R/cds_utils.R4
1 files changed, 3 insertions, 1 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R
index ec1197bc..d48bbd11 100644
--- a/R/cds_utils.R
+++ b/R/cds_utils.R
@@ -137,7 +137,9 @@ cdsAccrued <- function(tradedate, coupon){
}
cdsMaturity <- function(tenor, date=Sys.Date()){
- return ( IMMDate(addTenor(date, tenor)) )
+ r <- IMMDate(addTenor(date, tenor))
+ names(r) <- tenor
+ return ( r )
}
yearFrac <- function(date1, date2, daycount="act/365") {