diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/calibrate_tranches_MF.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index 32396a88..8b111dd5 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -30,7 +30,7 @@ if(length(args) >= 1){ exportYC(tradedate)
## calibrate HY21
## calibrate the single names curves
-n.int <- 100
+n.int <- 500
list2env(GHquad(n.int), envir=parent.frame())
Ngrid <- 201
index <- load.index("hy21", date=tradedate, "5yr", Z, w, Ngrid)
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