diff options
Diffstat (limited to 'R/yieldcurve.R')
| -rw-r--r-- | R/yieldcurve.R | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/R/yieldcurve.R b/R/yieldcurve.R index a1fb0b01..37e1198c 100644 --- a/R/yieldcurve.R +++ b/R/yieldcurve.R @@ -53,8 +53,7 @@ nextthirdwed <- function(x) { thirdwed(y + 30 * (y < x))
}
-buildMarkitYC <- function(MarkitData, futurequotes, dt=0.25){
- tradeDate <- as.Date(MarkitData$swaps$snaptime)
+buildMarkitYC <- function(MarkitData, futurequotes, dt=0.25, tradeDate=Sys.Date()){
settleDate <- as.Date(MarkitData$swaps$spotdate)
params <- list(tradeDate=tradeDate,
settleDate=settleDate,
|
