1 files changed, 10 insertions, 3 deletions
diff --git a/R/yieldcurve.R b/R/yieldcurve.R
index c0fc77de..90f7b2ba 100644
--- a/R/yieldcurve.R
+++ b/R/yieldcurve.R
@@ -93,14 +93,21 @@ buildMarkitYC <- function(MarkitData, futurequotes, tradeDate=Sys.Date()){
 exportYC <- function(tradedate=Sys.Date()){
     ## export the Yield Curve into the environment
     require(RQuantLib)
-    futurequotes <- read.csv(file.path(root.dir, "data", "Yield Curves",
-                                       sprintf("futures-%s.csv", tradedate)), header=F)
+    futurefile <- file.path(root.dir, "data", "Yield Curves",
+                            sprintf("futures-%s.csv", tradedate))
+    if(file.exists(futurefile)){
+        futurequotes <- read.csv(futurefile, header=F)
+    }
     ##retrieve yield curve data
     evaldate <- adjust(calendar="UnitedKingdom", dates=tradedate)
     names(evaldate) <- NULL
     setEvaluationDate(evaldate)
     MarkitData <- getMarkitIRData(tradedate)
-    Libor <- buildMarkitYC(MarkitData, futurequotes[,2], evaldate)
+    if(exists("futurequotes")){
+        Libor <- buildMarkitYC(MarkitData, futurequotes[,2], evaldate)
+    }else{
+        Libor <- buildMarkitYC(MarkitData, ,evaldate)
+    }
     L1m <- Libor
     L2m <- Libor
     L3m <- Libor