diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/tranches_RV_BC.R | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 58a974a6..9576481c 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -74,8 +74,9 @@ for(r in runs$mappings){ index1 <- load.index(index.name1, tenor1, tradedate)
index2 <- load.index(index.name2, tenor2, tradedate)
if(any(c(is.null(index1), is.null(index2)))){
- loginfo(paste("skipping pair", index.name1, tenor1, index.name2, tenor2))
- break
+ loginfo(paste("skipping pair", index.name1, tenor1, index.name2, tenor2,
+ "for date", as.character(tradedate)))
+ next
}
accrued2 <- cdsAccrued(tradedate, index2$tranches$running)
mappedpv <- list()
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