diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/thetas-curve.R | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/R/thetas-curve.R b/R/thetas-curve.R index eb9afa3f..7c918b08 100644 --- a/R/thetas-curve.R +++ b/R/thetas-curve.R @@ -53,6 +53,7 @@ sqlstr <- paste("UPDATE index_quotes SET duration2=$1, theta2=$2", unique.dates <- quotes$date %>% unique() for(i in seq_along(unique.dates)) { tradedate <- unique.dates[i] + loginfo(paste("calibrating", index$name, tradedate)) exportYC(tradedate, "USD") index <- set.index.desc(index, tradedate) index <- set.singlenamesdata(index, tradedate) |