diff options
Diffstat (limited to 'R/cds_utils.R')
| -rw-r--r-- | R/cds_utils.R | 4 |
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") {
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