diff options
Diffstat (limited to 'R/cds_utils.R')
| -rw-r--r-- | R/cds_utils.R | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R index afb8f400..9017e655 100644 --- a/R/cds_utils.R +++ b/R/cds_utils.R @@ -87,8 +87,12 @@ couponSchedule <- function(nextpaydate=NULL, maturity, frequency, coupontype, cu }else{
dates <- seq(nextpaydate, maturity, by = bystring)
}
- if(dates[length(dates)]<maturity){
- dates <- c(dates, maturity)
+ if(length(dates)==0){
+ dates <- maturity
+ }else{
+ if(dates[length(dates)]<maturity){
+ dates <- c(dates, maturity)
+ }
}
dates <- dates[ dates >= today()]
DC <- switch(frequency,
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