diff options
Diffstat (limited to 'R/tests')
| -rw-r--r-- | R/tests/test_yieldcurve.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/tests/test_yieldcurve.R b/R/tests/test_yieldcurve.R index 7adcb813..6b1930eb 100644 --- a/R/tests/test_yieldcurve.R +++ b/R/tests/test_yieldcurve.R @@ -10,6 +10,6 @@ for(i in 1:length(dates)){ print(day) if(isBusinessDay(calendar="UnitedStates", day)){ exportYC(calibration.date) - test <- DiscountCurve(L3m$params, L3m$tsQuotes, 1) + test <- DiscountCurve(c(YC$params, list(dt=0.25)), YC$tsQuotes, 1, YC$legparams) } } |