1 files changed, 15 insertions, 0 deletions
diff --git a/R/tests/test_yieldcurve.R b/R/tests/test_yieldcurve.R
new file mode 100644
index 00000000..7adcb813
--- /dev/null
+++ b/R/tests/test_yieldcurve.R
@@ -0,0 +1,15 @@
+source("yieldcurve.R")
+source("cds_utils.R")
+root.dir <- "/home/share/CorpCDOs/"
+
+dates <- seq(as.Date("2013-05-01"), as.Date("2014-05-01"), by=1)
+for(i in 1:length(dates)){
+    day <- dates[i]
+    calibration.date <- addBusDay(day, -1)
+    print(calibration.date)
+    print(day)
+    if(isBusinessDay(calendar="UnitedStates", day)){
+        exportYC(calibration.date)
+        test <- DiscountCurve(L3m$params, L3m$tsQuotes, 1)
+    }
+}