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 a3525da9..423a8b9e 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -24,7 +24,7 @@ source(file.path(root.dir, "code", "R", "interpweights.R")) source(file.path(root.dir, "code", "R", "serenitasdb.R"))
source(file.path(root.dir, "code", "R", "creditIndex.R"))
source(file.path(root.dir, "code", "R", "tranche_functions.R"))
-index <- creditIndex("hy25")
+index <- creditIndex("hy27")
index <- set.index.desc(index, tradedate)
calibration.date <- addBusDay(tradedate, -1)
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