1 files changed, 2 insertions, 6 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R
index a5e7648d..11a7032c 100644
--- a/R/cds_utils.R
+++ b/R/cds_utils.R
@@ -5,12 +5,7 @@ today <- function() {
 }
 
 prevBusDay <- function(workdate = Sys.Date()){
-    i <- 1
-    while(!isBusinessDay(calendar = "UnitedStates/GovernmentBond",
-                         workdate - i)){
-        i <- i+1
-    }
-    return( workdate - i )
+    advance(calendar = "UnitedStates/GovernmentBond", n=-1, timeUnit=0)
 }
 
 convertTenor <- function(tenor) {
@@ -111,6 +106,7 @@ couponSchedule <- function(nextpaydate=NULL, maturity, frequency, coupontype, cu
     }
   }
   dates <- dates[ dates >= startdate]
+  dates <- adjust(calendar="UnitedStates/GovernmentBond", dates)
   DC <- switch(frequency,
                S = DiscountCurve(L6m$params, L6m$tsQuotes, yearFrac(L6m$params$tradeDate, dates)),
                Q = DiscountCurve(L3m$params, L3m$tsQuotes, yearFrac(L3m$params$tradeDate, dates)),