diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/build_scenarios.R | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/R/build_scenarios.R b/R/build_scenarios.R index 981e3ef7..1e5b4ee1 100644 --- a/R/build_scenarios.R +++ b/R/build_scenarios.R @@ -41,6 +41,10 @@ load.index("hy21") calibration.date <- addBusDay(tradedate, -1)
settledate <- addBusDay(tradedate, 3)
+calibration <- read.table(file.path(root.dir, "Scenarios", "Calibration",
+ paste0("calibration-", calibration.date,".csv")), sep=",", header=T)
+Z <- calibration$Z
+w <- calibration$w
exportYC(calibration.date)
Ngrid <- 201
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