diff options
Diffstat (limited to 'R/intex_deal_functions.R')
| -rw-r--r-- | R/intex_deal_functions.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 086b2dcc..aa3e791c 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -173,7 +173,7 @@ buildSC <- function(line.item, reinvdate, dealmaturity, global.params, startdate if(!is.na(line.item$iscdo) && line.item$iscdo && is.na(line.item$price)){
##we have prices for some cdos e.g. 210795PS3
if(length(line.item$orig_moody)==0){
- line.item$orig.moody <- "NR"
+ line.item$orig_moody <- "NR"
}
line.item$price <- as.numeric(global.params$cdoprices[gsub("\\d", "", line.item$orig_moody)])
}
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