1 files changed, 8 insertions, 7 deletions
diff --git a/R/yieldcurve.R b/R/yieldcurve.R
index 1841c123..c745fb3c 100644
--- a/R/yieldcurve.R
+++ b/R/yieldcurve.R
@@ -1,11 +1,12 @@
 require(RQuantLib)
-
-if(.Platform$OS.type == "unix"){
-  data.dir <- "/home/share/CorpCDOs/data"
+root.dir <- if(.Platform$OS.type == "unix"){
+    "/home/share/CorpCDOs"
 }else{
-  data.dir <- "//WDSENTINEL/share/CorpCDOs/data"
+    "//WDSENTINEL/share/CorpCDOs"
 }
 
+source(file.path(root.dir, "code", "R", "db.R"))
+
 getMarkitIRData <- function(date=Sys.Date(), currency=c("USD", "EUR")) {
     ## returns Markit rates from serenitasdb
     currency <- match.arg(currency)
@@ -73,9 +74,9 @@ exportYC <- function(tradedate=Sys.Date(), currency=c("USD",  "EUR"), useFutures
         }
     }
     MarkitData <- getMarkitIRData(tradedate, currency)
-    evaldate <- as.Date(tradedate)
     setEvaluationDate(tradedate)
-    sDate <- advance(calendar="WeekendsOnly", tradedate, 2, 0)
+    ## sDate <- advance(calendar="WeekendsOnly", tradedate, 2, 0)
+    sDate <- tradedate
     setCalendarContext(calendar="WeekendsOnly", fixingDays=2,
                        settleDate=sDate)
     legparams <- switch(currency,
@@ -94,5 +95,5 @@ exportYC <- function(tradedate=Sys.Date(), currency=c("USD",  "EUR"), useFutures
     }else{
         quotes <- buildMarkitYC(MarkitData, currency)
     }
-    YC <<- list(params=params, tsQuotes=quotes, legparams=legparams)
+    YC <<- DiscountCurve(YC$params, YC$tsQuotes, YC$legparams)
 }