diff options
Diffstat (limited to 'R/intex_deal_functions.R')
| -rw-r--r-- | R/intex_deal_functions.R | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 6f37efea..524ca36e 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -209,7 +209,10 @@ buildSC <- function(line.item, reinvdate, dealmaturity, global.params, startdate line.item$nextpaydate <- SC@startdate
## automatic reinvest
SC<- stackcurve(SC, line.item, global.params, SC@startdate)
+ }else{
+ SC <- NULL
}
+
}else if(line.item$maturity <= startdate){#matured asset
SC <- buildSC.matured(SC, line.item, reinvdate, dealmaturity, global.params, startdate)
if(is.na(line.item$price))line.item$price <- 100
@@ -233,7 +236,7 @@ buildSC <- function(line.item, reinvdate, dealmaturity, global.params, startdate SC@curve <- try
}
}
- if(!is.na(reinvdate) && creditcurve.maturity(SC) <= reinvdate){
+ if(!is.na(reinvdate) && !is.null(SC) && creditcurve.maturity(SC) <= reinvdate){
## if reinvdate is missing, assume no reinvestment
## otherwise reinvest
newstartdate <- line.item$maturity
|