diff options
Diffstat (limited to 'build_SC.R')
| -rw-r--r-- | build_SC.R | 1 |
1 files changed, 1 insertions, 0 deletions
@@ -8,6 +8,7 @@ L1m <- buildMarkitYC(MarkitData, dt = 1/12) L2m <- buildMarkitYC(MarkitData, dt = 1/6)
L3m <- buildMarkitYC(MarkitData)
L6m <- buildMarkitYC(MarkitData, dt = 1/2)
+L12m <- buildMarkitYC(MarkitData, dt = 1)
setEvaluationDate(as.Date(MarkitData$effectiveasof))
today <- function(){
return(as.Date(MarkitData$effectiveasof))
|
