1 files changed, 1 insertions, 16 deletions
diff --git a/R/script_calibrate_tranches.R b/R/script_calibrate_tranches.R
index fe443b3d..63cf4986 100644
--- a/R/script_calibrate_tranches.R
+++ b/R/script_calibrate_tranches.R
@@ -23,22 +23,7 @@ if(length(args) >= 1){
   tradedate <- Sys.Date()
 }
 
-futurequotes <- read.csv(file.path(root.dir, "data", "Yield Curves",
-                                   sprintf("futures-%s.csv", tradedate)), header=F)
-#retrieve yield curve data
-MarkitData <- getMarkitIRData(tradedate)
-L1m <- buildMarkitYC(MarkitData, futurequotes[,2], dt = 1/12)
-L2m <- buildMarkitYC(MarkitData, futurequotes[,2], dt = 1/6)
-L3m <-  buildMarkitYC(MarkitData, futurequotes[,2])
-L6m <- buildMarkitYC(MarkitData, futurequotes[,2], dt = 1/2)
-
-if(isBusinessDay(calendar="UnitedStates",dates=as.Date(MarkitData$effectiveasof))){
-    setEvaluationDate(addBusDay(tradedate=as.Date(MarkitData$effectiveasof),-1))
-}else{
-    setEvaluationDate(as.Date(MarkitData$effectiveasof))
-}
-setCalendarContext("TARGET")
-
+exportYC(tradedate)
 ## calibrate HY21
 ## calibrate the single names curves
 singlenames.data <- read.csv(file.path(root.dir, "Scenarios", "Calibration",