diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/calibration.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/calibration.R b/R/calibration.R index 083174fa..3c837296 100644 --- a/R/calibration.R +++ b/R/calibration.R @@ -22,7 +22,7 @@ get.cdsSchedule <- function(tradedate){ } set.singlenamesdata <- function(index, tradedate){ - cds.cs <- get.cdsSchedule(tradedate, index$maturity) + cds.cs <- get.cdsSchedule(tradedate) quotes <- get.indexquotes(index$name, tradedate) tenor <- names(cds.cs$cdsdates) index$portfolio <- list() |