1 files changed, 2 insertions, 3 deletions
diff --git a/R/cds_utils.R b/R/cds_utils.R
index 09dee081..f7ab8708 100644
--- a/R/cds_utils.R
+++ b/R/cds_utils.R
@@ -40,8 +40,7 @@ addTenor <- function(date, tenor) {
         a <- as.numeric(attr(year, "capture.start"))
         b <- a + attr(year, "capture.length") - 1
         l <- as.numeric(substr(tenor, a,b))
-        return ( adjust(calendar = "UnitedStates/GovernmentBond",
-                        seq(date, length=2, by=paste(l,"year"))[2]) )
+        return ( seq(date, length=2, by=paste(l,"year"))[2] )
     }else{
         stop("format not recognized")
     }
@@ -118,7 +117,7 @@ IMMDate <- function(tradedate, type="next") {
     start.protection <- tradedate + 1
     startyear <- as.numeric(format(start.protection, "%Y"))
     startyear <- startyear - 1
-    nextimmdates <- seq(as.Date(paste(startyear, 3, 20, sep="-")), length=7, by="3 months")
+    nextimmdates <- seq(as.Date(paste(startyear, 3, 20, sep="-")), length=9, by="3 months")
     if(type == "next"){
         val <- adjust(calendar = "UnitedStates/GovernmentBond",
                       nextimmdates[nextimmdates >= start.protection][1] )