diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/intex_deal_functions.R | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 43cc0d4f..17750244 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -447,6 +447,7 @@ compute.reinvprices <- function(dealname, cdrmonthly, recoverymonthly, params, r min(date+rollingmaturity, maturity), asset$coupontype, coupon, asset$liborfloor/100) } + reinvprices[[assetname]] <- pmax(reinvprices[[assetname]], 85) } } return(reinvprices) |