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Diffstat (limited to 'R/thetas-durations.R')
| -rw-r--r-- | R/thetas-durations.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index ad738112..9a7362be 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -88,7 +88,7 @@ for(index in c('IG', 'HY')) { recov <- if(index=='IG') 0.4 else 0.3 coupon <- if(index=='IG') 0.01 else 0.05 tenors <- if(index=='IG') c("3yr", "5yr", "7yr", "10yr") else c("3yr", "5yr", "7yr") - for(series in 18:28) { + for(series in 18:29) { indexquotes <- get.indexquotes.table(index, series, tenors) if(nrow(indexquotes) == 0) { next |