diff options
Diffstat (limited to 'R/thetas-curve.R')
| -rw-r--r-- | R/thetas-curve.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/thetas-curve.R b/R/thetas-curve.R index 7825b362..de9f7b9a 100644 --- a/R/thetas-curve.R +++ b/R/thetas-curve.R @@ -14,7 +14,7 @@ index.closeprice <- function(index=c("IG", "HY", "EU", "XO"), series) { df <- index.quotes %>% filter_(lazyeval::interp(~series == s, s=series)) %>% filter_(interp(~index == i, i=index)) %>% arrange(date) - df <- df %>% filter(theta2 %is% `NULL`) %>% + df <- df %>% filter(duration2 %is% `NULL`) %>% select(date, tenor, closeprice) %>% rename(price=closeprice) %>% mutate(price=price/100) %>% collect() |