diff options
Diffstat (limited to 'R/script_calibrate_tranches.R')
| -rw-r--r-- | R/script_calibrate_tranches.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/script_calibrate_tranches.R b/R/script_calibrate_tranches.R index 7b095924..e98e8004 100644 --- a/R/script_calibrate_tranches.R +++ b/R/script_calibrate_tranches.R @@ -17,7 +17,6 @@ source(file.path(root.dir, "code", "R", "yieldcurve.R")) source(file.path(root.dir, "code", "R", "optimization.R"))
source(file.path(root.dir, "code", "R", "calibration.R"))
source(file.path(root.dir, "code", "R", "mlpdb.R"))
-hy21 <- load.index("hy21")
##figure out the tradedate
if(length(args) >= 1){
@@ -26,6 +25,7 @@ if(length(args) >= 1){ tradedate <- Sys.Date()
}
+hy21 <- load.index("hy21", date=tradedate)
exportYC(tradedate)
## calibrate HY21
## calibrate the single names curves
|