diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/thetas-durations.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/thetas-durations.R b/R/thetas-durations.R index 9f308cdd..c43fe458 100644 --- a/R/thetas-durations.R +++ b/R/thetas-durations.R @@ -89,7 +89,7 @@ sqlstr.theta <- paste("UPDATE index_quotes set theta=$1 where date=$2 and index= "and series=$4 and tenor=$5") for(index in c('IG', 'HY')){ recov <- if(index=='IG') 0.4 else 0.3 - for(series in c(18, 19, 20, 21, 22, 23, 24)){ + for(series in c(18, 19, 20, 21, 22, 23, 24, 25)){ indexquotes <- get.indexquotes.table(index, series, tenors) if(nrow(indexquotes)==0){ next |