1 files changed, 2 insertions, 1 deletions
diff --git a/R/yieldcurve.R b/R/yieldcurve.R
index 37e1198c..72b65656 100644
--- a/R/yieldcurve.R
+++ b/R/yieldcurve.R
@@ -110,7 +110,7 @@ exportYC <- function(tradedate=Sys.Date(), calibration.date=tradedate){
     L2m <- buildMarkitYC(MarkitData, futurequotes[,2], dt = 1/6)
     L3m <- buildMarkitYC(MarkitData, futurequotes[,2])
     L6m <- buildMarkitYC(MarkitData, futurequotes[,2], dt = 1/2)
-
+    L12m <- buildMarkitYC(MarkitData, futurequotes[,2], dt = 1)
     if(!isBusinessDay(calendar="UnitedStates/GovernmentBond",dates=as.Date(MarkitData$effectiveasof))){
         setEvaluationDate(addBusDay(tradedate=as.Date(MarkitData$effectiveasof),-1))
     }else{
@@ -121,4 +121,5 @@ exportYC <- function(tradedate=Sys.Date(), calibration.date=tradedate){
     assign("L2m", L2m, env = parent.env(environment()))
     assign("L3m", L3m, env = parent.env(environment()))
     assign("L6m", L6m, env = parent.env(environment()))
+    assign("L12m", L12m, env = parent.env(environment()))
 }