diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/intex_deal_functions.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index d4ba8408..a15404b6 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -275,7 +275,7 @@ buildSC.portfolio <- function(dealname, dealdata, cusipdata, global.params, star if(!is.na(line.item$iscdo) && line.item$iscdo){
cdonotional <- cdonotional + line.item$currentbalance
}else{
- if(is.na(line.item$price)){
+ if(is.na(line.item$price) && line.item$maturity>startdate){
missingpricenotional <- missingpricenotional + line.item$currentbalance
}
}
|