1 files changed, 9 insertions, 1 deletions
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R
index 31e1fab5..a7cd368a 100644
--- a/R/tranches_RV_BC.R
+++ b/R/tranches_RV_BC.R
@@ -3,7 +3,10 @@ if(.Platform$OS.type == "unix"){
 }else{
   root.dir <- "//WDSENTINEL/share/CorpCDOs"
 }
-
+library(logging)
+basicConfig()
+removeHandler('basic.stdout')
+addHandler(writeToFile, file=file.path(root.dir, "logs", "tranches_RV_BC.log"))
 library(optparse)
 option_list <- list(
     make_option(c("-u", "--update"), action="store_true", default=FALSE,
@@ -69,6 +72,10 @@ for(i in seq_along(runs$name1)){
         tradedate <- bus.dates[j]
         index1 <- load.index(index.name1, tenor1, tradedate)
         index2 <- load.index(index.name2, tenor2, tradedate)
+        if(any(c(is.null(index1), is.null(index2)))){
+            loginfo(paste("skipping pair ", index.name1, tenor1, index.name2, tenor2))
+            break
+        }
         accrued2 <- cdsAccrued(tradedate, index2$tranches$running)
         mappedpv <- list()
         for(method in c("ATM", "TLP", "PM")){
@@ -89,4 +96,5 @@ for(i in seq_along(runs$name1)){
         }
         cat(paste(row, collapse=","), "\n", file=filename, append=TRUE)
     }
+
 }