1 files changed, 5 insertions, 1 deletions
diff --git a/R/creditIndex.R b/R/creditIndex.R
index 7b49aa76..8ef15093 100644
--- a/R/creditIndex.R
+++ b/R/creditIndex.R
@@ -12,7 +12,11 @@ Ngrid <- 201
 creditIndex <- function(name, tenor="5yr", Z=gh$Z, w=gh$w, N=Ngrid) {
     ## constructor for the index object
     ## FIXME: figure out what to do with the recovery
-    r <- list(name=name, tenor=tenor, Z=Z, w=w, N=N, recovery=0.4)
+    name <- toupper(name)
+    r <- list(name=name,
+              tenor=tenor, type = substr(name, 1, 2),
+              series=as.integer(substr(name, 3, nchar(name))),
+              Z=Z, w=w, N=N, recovery=0.4)
     return( structure(r, class="creditIndex") )
 }