diff options
Diffstat (limited to 'R/tranches_RV_BC.R')
| -rw-r--r-- | R/tranches_RV_BC.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 6df778e6..b0ecae9e 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -72,7 +72,8 @@ for(r in runs$mappings){ next
}
alldates <- seq(begin.date, as.Date(as.character(args$until)), by="1 day")
- bus.dates <- alldates[isBusinessDay(calendar="UnitedStates/GovernmentBond", alldates)]
+ cal <- Calendar$new("UnitedStates/GovernmentBond")
+ bus.dates <- alldates[cal$isBusinessDay(alldates)]
addheaders <- TRUE
for(j in seq_along(bus.dates)){
tradedate <- bus.dates[j]
|