diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index ede18901..eaea55d4 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -47,8 +47,7 @@ for(i in seq_along(runs$name)){ if(!file.exists(filename)){
args$update <- FALSE
}
- if(args$update){
- begin.date <- getlastdate(index.name, tenor)
+ if(args$update && !is.null(begin.date <- getlastdate(index.name, tenor))){
}else{
begin.date <- switch(index.name,
hy10 = as.Date("2014-08-11"),
|