diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/calibrate_tranches_MF.R | 12 |
1 files changed, 6 insertions, 6 deletions
diff --git a/R/calibrate_tranches_MF.R b/R/calibrate_tranches_MF.R index 3c3d2ed8..4e4fadeb 100644 --- a/R/calibrate_tranches_MF.R +++ b/R/calibrate_tranches_MF.R @@ -17,14 +17,14 @@ source("creditIndex.R") source("tranche_functions.R") ##figure out the tradedate -if(length(args) >= 1){ - tradedate <- as.Date(args[1]) -}else{ - tradedate <- addBusDay(Sys.Date(), -1) -} +tradedate <- if(length(args) >= 1) { + as.Date(args[1]) + } else { + addBusDay(Sys.Date(), -1) + } exportYC(tradedate) -## calibrate HY25 +## calibrate HY29 ## calibrate the single names curves index <- creditIndex("hy29", "5yr") index <- set.index.desc(index, tradedate) |