diff options
Diffstat (limited to 'R/yieldcurve.R')
| -rw-r--r-- | R/yieldcurve.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/yieldcurve.R b/R/yieldcurve.R index 8608467c..3cb7a6ba 100644 --- a/R/yieldcurve.R +++ b/R/yieldcurve.R @@ -14,7 +14,7 @@ getMarkitIRData <- function(date=Sys.Date()) { temp <- tempfile(tmpdir = file.path(root.dir, "/data/Yield Curves"))
download.file(paste("http://www.markit.com/news/", filename, ".zip", sep=""), temp, quiet=T)
con <- file(temp, "r")
- firstline <- readLines(con, 1)
+ firstline <- readLines(con, 1, warn=FALSE)
## Markit returns a plain text file if there is no data.
if(firstline == "Interest Rates not available, please check date entered") {
i <- i + 1
@@ -44,7 +44,7 @@ basic.advance <- function(date, n, unit){ buildMarkitYC <- function(MarkitData, futurequotes, dt=0.25){
tradeDate <- as.Date(MarkitData$effectiveasof)
- settledate <- advance(calendar = "UnitedStates/GovernmentBond",
+ settledate <- advance(calendar = "TARGET",
dates=tradeDate, n=2, timeUnit=0)
params <- list(tradeDate=tradeDate,
settleDate=settledate,
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