diff options
Diffstat (limited to 'R/cds_utils.R')
| -rw-r--r-- | R/cds_utils.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R index 2d83457d..09e07960 100644 --- a/R/cds_utils.R +++ b/R/cds_utils.R @@ -74,6 +74,8 @@ couponSchedule <- function(nextpaydate=NULL, maturity, frequency, coupontype, cu dates <- seq(nextpaydate, as.Date(as.POSIXlt(maturity)), by = bystring)
}
}
+ dates <- dates[ dates >= tradedate]
+ dates <- adjust(calendar="UnitedStates/GovernmentBond", dates)
if(length(dates)==0){
dates <- maturity
}else{
@@ -81,8 +83,6 @@ couponSchedule <- function(nextpaydate=NULL, maturity, frequency, coupontype, cu dates <- c(dates, maturity)
}
}
- dates <- dates[ dates >= tradedate]
- dates <- adjust(calendar="UnitedStates/GovernmentBond", dates)
names(dates) <- NULL
DC <- switch(frequency,
S = DiscountCurve(L6m$params, L6m$tsQuotes, yearFrac(L6m$params$tradeDate, dates)),
|