diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/calibrate_tranches_BC.R | 5 | ||||
| -rw-r--r-- | R/tranches_RV_BC.R | 3 |
2 files changed, 5 insertions, 3 deletions
diff --git a/R/calibrate_tranches_BC.R b/R/calibrate_tranches_BC.R index eaea55d4..00feb273 100644 --- a/R/calibrate_tranches_BC.R +++ b/R/calibrate_tranches_BC.R @@ -47,7 +47,7 @@ for(i in seq_along(runs$name)){ if(!file.exists(filename)){
args$update <- FALSE
}
- if(args$update && !is.null(begin.date <- getlastdate(index.name, tenor))){
+ if(args$update && !is.na(begin.date <- getlastdate(index.name, tenor))){
}else{
begin.date <- switch(index.name,
hy10 = as.Date("2014-08-11"),
@@ -64,7 +64,8 @@ for(i in seq_along(runs$name)){ xo22 = as.Date("2014-10-20"),
eu9 = as.Date("2014-09-15"),
eu21 = as.Date("2014-09-15"),
- eu22 = as.Date("2014-10-22"))
+ eu22 = as.Date("2014-10-22"),
+ eu24 = as.Date("2014-09-23"))
}
if(begin.date > as.Date(args$until)){
next
diff --git a/R/tranches_RV_BC.R b/R/tranches_RV_BC.R index 4bcbd879..0720c413 100644 --- a/R/tranches_RV_BC.R +++ b/R/tranches_RV_BC.R @@ -60,7 +60,8 @@ for(r in runs$mappings){ hy21 = as.Date("2013-10-04"),
hy19 = as.Date("2013-10-04"),
ig21 = as.Date("2013-09-26"),
- ig23 = as.Date("2014-10-14"))
+ ig23 = as.Date("2014-10-14"),
+ ig25 = as.Date("2015-09-22"))
}
if(begin.date > as.Date(args$until)){
next
|