diff options
Diffstat (limited to 'R/load_cf.R')
| -rw-r--r-- | R/load_cf.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index 84b339f3..b2f4c1cb 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -179,7 +179,7 @@ getdealcf <- function(dealnames, workdate=Sys.Date()){ ## to get the list of payment dates, we backtrack a little bit, because sometimes the first
## date in intex vector is pre current date.
## we also add some wiggle room at the end to make sure we're not missing one date
- prevpaydate <- basic.advance(sqldata$"Deal Next Pay Date", -3, "month")
+ prevpaydate <- basic.advance(sqldata$"Deal Next Pay Date", -6, "month")
alldates <- seq.Date(from=prevpaydate, sqldata$maturity+7, by="1 month")
T <- ifelse(alldates>=L3m$params$tradeDate, yearFrac(L3m$params$tradeDate, alldates), 0)
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